+631.0%
MSCI vs RNG
+215.2%
+415.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.2% |
| 30D | -1.2% | +8.6% | -9.8% | -3.1% |
| 3M | -8.4% | +78.0% | -86.4% | -20.8% |
| 6M | -1.0% | +67.0% | -68.1% | -14.2% |
| YTD | -2.3% | +142.4% | -144.7% | -24.1% |
| 1Y | -1.2% | +120.4% | -121.6% | -21.9% |
| 3Y | +7.9% | +122.1% | -114.2% | -20.0% |
| 5Y | -10.1% | -69.8% | +59.8% | +4.1% |
| 10Y | +631.0% | +223.4% | +407.6% | +367.6% |
| All | +631.0% | +215.2% | +415.7% | +367.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling