+800.7%
MSCI vs RNG
+247.5%
+553.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +2.7% | -6.0% | +8.7% | +4.1% |
| 30D | +16.2% | -7.4% | +23.6% | +17.9% |
| 3M | +17.1% | +14.6% | +2.5% | +12.8% |
| 6M | +13.0% | +61.5% | -48.5% | -1.0% |
| YTD | +15.8% | +155.7% | -139.9% | -11.6% |
| 1Y | +15.5% | +172.5% | -157.0% | -13.4% |
| 3Y | +32.3% | +168.0% | -135.7% | -6.6% |
| 5Y | +8.2% | -73.8% | +82.0% | +31.4% |
| 10Y | +800.7% | +240.3% | +560.4% | +508.3% |
| All | +800.7% | +247.5% | +553.2% | +508.3% |
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