+13.7%
MSCI vs RL
+22.3%
-8.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.3% |
| 7D | +1.5% | +0.2% | +1.2% | +1.4% |
| 30D | +14.4% | +7.3% | +7.1% | +14.0% |
| 3M | +15.2% | +1.0% | +14.2% | +15.0% |
| 6M | +11.2% | +11.8% | -0.5% | +10.5% |
| YTD | +13.9% | +13.6% | +0.3% | +12.9% |
| All | +13.7% | +22.3% | -8.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling