+800.7%
MSCI vs RL
+369.1%
+431.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | +16.2% | +7.6% | +8.6% | +14.2% |
| 3M | +17.1% | -1.5% | +18.6% | +17.3% |
| 6M | +13.0% | +12.1% | +0.9% | +9.1% |
| YTD | +15.8% | +13.9% | +1.8% | +10.6% |
| 1Y | +15.5% | +20.7% | -5.2% | +8.6% |
| 3Y | +32.3% | +260.6% | -228.2% | -8.6% |
| 5Y | +8.2% | +248.9% | -240.7% | -26.2% |
| 10Y | +800.7% | +355.9% | +444.8% | +468.3% |
| All | +800.7% | +369.1% | +431.6% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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