+925.4%
MS vs RSG
+2,015.2%
-1,089.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -0.3% | +7.6% | -7.8% | -4.2% |
| 3M | +0.3% | +7.4% | -7.1% | -4.4% |
| 6M | +31.3% | -3.3% | +34.6% | +31.7% |
| YTD | +24.7% | +6.0% | +18.7% | +18.6% |
| 1Y | +47.9% | -3.7% | +51.6% | +47.8% |
| 3Y | +178.3% | +59.1% | +119.2% | +107.6% |
| 5Y | +144.9% | +89.0% | +55.9% | +63.7% |
| 10Y | +804.5% | +412.5% | +392.0% | +260.7% |
| All | +925.4% | +2,015.2% | -1,089.8% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling