+144.8%
MS vs RRX
+19.7%
+125.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.5% | +4.3% | -1.8% | +1.0% |
| 30D | 0.0% | -8.0% | +8.0% | +2.8% |
| 3M | +2.4% | -22.0% | +24.5% | +9.9% |
| 6M | +36.4% | -11.9% | +48.3% | +37.7% |
| YTD | +23.8% | +17.1% | +6.7% | +10.3% |
| 1Y | +48.6% | +14.9% | +33.7% | +32.3% |
| 3Y | +179.1% | +6.9% | +172.3% | +145.9% |
| 5Y | +144.8% | +19.6% | +125.3% | +101.2% |
| All | +144.8% | +19.7% | +125.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling