+820.4%
MSCI vs RL
+347.1%
+473.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -1.9% | -4.4% | +2.5% | -0.9% |
| 30D | +16.5% | +5.6% | +10.9% | +14.9% |
| 3M | +18.2% | -0.6% | +18.8% | +18.1% |
| 6M | +14.0% | +15.5% | -1.5% | +9.3% |
| YTD | +16.6% | +12.3% | +4.3% | +11.8% |
| 1Y | +14.8% | +19.3% | -4.5% | +8.3% |
| 3Y | +33.3% | +255.5% | -222.3% | -7.6% |
| 5Y | +9.1% | +247.1% | -238.0% | -25.5% |
| 10Y | +820.4% | +346.0% | +474.3% | +484.1% |
| All | +820.4% | +347.1% | +473.2% | +484.1% |
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