+1,726.8%
MSCI vs RNG
+320.7%
+1,406.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | +2.8% | -11.3% | +14.2% | +5.4% |
| 30D | +15.4% | -5.7% | +21.1% | +16.5% |
| 3M | +13.4% | +16.8% | -3.4% | +9.0% |
| 6M | +10.9% | +58.5% | -47.6% | -1.7% |
| YTD | +13.0% | +151.3% | -138.3% | -12.0% |
| 1Y | +12.0% | +169.0% | -157.0% | -14.2% |
| 3Y | +34.1% | +156.9% | -122.8% | -2.0% |
| 5Y | +3.9% | -69.0% | +72.9% | +14.8% |
| 10Y | +802.0% | +262.0% | +540.0% | +509.3% |
| All | +1,726.8% | +320.7% | +1,406.1% | +1,103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling