+5.3%
MSCI vs RL
+239.2%
-233.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | +17.4% | +2.9% | +14.5% | +16.3% |
| 3M | +14.8% | 0.0% | +14.8% | +14.6% |
| 6M | +16.1% | +17.1% | -1.0% | +9.3% |
| YTD | +16.0% | +10.1% | +5.9% | +10.3% |
| 1Y | +16.4% | +17.3% | -0.9% | +8.1% |
| 3Y | +35.3% | +249.3% | -214.0% | -24.5% |
| All | +5.3% | +239.2% | -233.9% | -43.4% |
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