+1,785.3%
MSCI vs RNG
+338.4%
+1,446.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | +16.5% | -3.8% | +20.2% | +17.1% |
| 3M | +18.2% | +18.6% | -0.4% | +13.3% |
| 6M | +14.0% | +69.2% | -55.2% | -0.4% |
| YTD | +16.6% | +161.9% | -145.3% | -9.9% |
| 1Y | +14.8% | +176.2% | -161.4% | -12.5% |
| 3Y | +33.3% | +174.5% | -141.3% | -4.0% |
| 5Y | +9.1% | -71.9% | +81.0% | +24.2% |
| 10Y | +820.4% | +235.4% | +585.0% | +527.3% |
| All | +1,785.3% | +338.4% | +1,446.9% | +1,131.4% |
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