+803.2%
MS vs RSG
+418.8%
+384.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | 0.0% | +3.7% | -3.6% | -2.4% |
| 3M | +3.0% | +6.2% | -3.2% | -2.1% |
| 6M | +35.7% | -2.8% | +38.5% | +36.0% |
| YTD | +23.3% | +5.9% | +17.4% | +15.6% |
| 1Y | +44.7% | -1.8% | +46.4% | +42.8% |
| 3Y | +178.0% | +57.5% | +120.5% | +82.0% |
| 5Y | +143.2% | +91.1% | +52.1% | +29.5% |
| 10Y | +803.2% | +428.1% | +375.1% | +112.1% |
| All | +803.2% | +418.8% | +384.4% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling