-7.5%
MSCI vs RNG
-70.5%
+63.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.5% |
| 7D | +0.4% | +5.8% | -5.4% | -0.7% |
| 30D | +0.6% | +19.6% | -19.1% | -3.0% |
| 3M | -7.1% | +67.0% | -74.1% | -16.7% |
| 6M | +0.8% | +88.4% | -87.5% | -12.6% |
| YTD | +1.0% | +155.5% | -154.5% | -19.2% |
| 1Y | +4.3% | +141.7% | -137.4% | -16.0% |
| 3Y | +9.9% | +131.1% | -121.1% | -15.2% |
| All | -7.5% | -70.5% | +63.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling