+4.3%
MSCI vs RNG
+144.7%
-140.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | +0.4% | +5.8% | -5.4% | -0.2% |
| 30D | +0.6% | +19.6% | -19.1% | -1.4% |
| 3M | -7.1% | +67.0% | -74.1% | -12.3% |
| 6M | +0.8% | +88.4% | -87.5% | -6.4% |
| YTD | +1.0% | +155.5% | -154.5% | -8.3% |
| 1Y | +4.3% | +141.7% | -137.4% | -4.6% |
| All | +4.3% | +144.7% | -140.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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