+6,288.2%
MS vs RRX
+2,710.0%
+3,578.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +3.4% | -2.1% | -0.4% |
| 30D | -0.3% | -11.1% | +10.9% | +5.9% |
| 3M | +0.3% | -23.7% | +24.0% | +12.5% |
| 6M | +31.3% | -22.0% | +53.3% | +42.0% |
| YTD | +24.7% | +16.5% | +8.2% | +6.9% |
| 1Y | +47.9% | +11.5% | +36.4% | +28.1% |
| 3Y | +178.3% | +1.5% | +176.8% | +134.9% |
| 5Y | +144.9% | +18.3% | +126.6% | +81.7% |
| 10Y | +804.5% | +209.8% | +594.7% | +278.9% |
| All | +6,288.2% | +2,710.0% | +3,578.3% | +1,243.7% |
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