+803.2%
MS vs RSG
+2,275.9%
-1,472.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.6% |
| 30D | +0.9% | +13.5% | -12.5% | -6.2% |
| 3M | -10.8% | +16.3% | -27.1% | -18.3% |
| 6M | +0.9% | +26.9% | -26.0% | -12.8% |
| YTD | +9.8% | +19.1% | -9.3% | -2.5% |
| 1Y | +17.1% | +21.8% | -4.7% | +2.5% |
| 3Y | +175.7% | +63.5% | +112.2% | +101.9% |
| 5Y | +125.9% | +98.6% | +27.2% | +46.7% |
| 10Y | +556.2% | +444.4% | +111.8% | +151.6% |
| All | +803.2% | +2,275.9% | -1,472.7% | +91.3% |
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 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