+6.8%
MSCI vs RNG
+123.8%
-117.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -3.3% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -1.7% | +11.4% | -13.1% | -3.0% |
| 3M | -8.2% | +72.1% | -80.3% | -14.3% |
| 6M | -2.4% | +67.9% | -70.4% | -9.2% |
| YTD | -2.8% | +144.3% | -147.2% | -14.0% |
| 1Y | -2.7% | +117.5% | -120.2% | -12.8% |
| All | +6.8% | +123.8% | -117.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling