+553.7%
MS vs RSG
+449.6%
+104.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +2.0% | -1.2% | -0.5% |
| 30D | -0.7% | +14.2% | -14.9% | -9.4% |
| 3M | -12.4% | +15.8% | -28.1% | -20.9% |
| 6M | -1.7% | +24.6% | -26.3% | -16.9% |
| YTD | +8.0% | +18.2% | -10.2% | -6.3% |
| 1Y | +16.2% | +22.8% | -6.6% | -2.3% |
| 3Y | +171.3% | +62.4% | +108.9% | +75.8% |
| 5Y | +124.8% | +96.0% | +28.7% | +20.6% |
| 10Y | +553.7% | +448.5% | +105.1% | +60.3% |
| All | +553.7% | +449.6% | +104.1% | +60.3% |
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