+5,423.2%
MS vs RRX
+3,026.2%
+2,397.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.8% | -0.5% |
| 7D | +0.7% | +12.3% | -11.6% | -6.0% |
| 30D | -0.9% | +9.5% | -10.5% | -6.5% |
| 3M | -13.0% | +1.8% | -14.8% | -15.0% |
| 6M | -2.0% | -15.3% | +13.4% | +2.4% |
| YTD | +7.8% | +29.6% | -21.8% | -13.7% |
| 1Y | +17.9% | +34.1% | -16.2% | -7.8% |
| 3Y | +174.8% | +74.0% | +100.8% | +73.2% |
| 5Y | +119.9% | +14.7% | +105.2% | +66.0% |
| 10Y | +578.8% | +229.4% | +349.5% | +172.9% |
| All | +5,423.2% | +3,026.2% | +2,397.0% | +985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling