-1.2%
MSCI vs RNG
+116.0%
-117.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | -1.2% | +8.6% | -9.8% | -2.0% |
| 3M | -8.4% | +78.0% | -86.4% | -14.0% |
| 6M | -1.0% | +67.0% | -68.1% | -7.1% |
| YTD | -2.3% | +142.4% | -144.7% | -10.6% |
| 1Y | -1.2% | +120.4% | -121.6% | -8.9% |
| All | -1.2% | +116.0% | -117.2% | -8.9% |
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