-7.5%
MSCI vs RL
+238.1%
-245.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +0.6% | -7.8% | +8.3% | +2.8% |
| 3M | -7.1% | -4.0% | -3.1% | -6.5% |
| 6M | +0.8% | -1.9% | +2.7% | -0.2% |
| YTD | +1.0% | -0.2% | +1.2% | -0.9% |
| 1Y | +4.3% | +10.7% | -6.4% | -1.6% |
| 3Y | +9.9% | +210.8% | -200.8% | -34.0% |
| All | -7.5% | +238.1% | -245.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling