+611.5%
MSCI vs RSG
+425.0%
+186.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.8% |
| 7D | -4.7% | -1.8% | -2.9% | -3.5% |
| 30D | -2.2% | +2.8% | -5.0% | -4.0% |
| 3M | -9.7% | +4.3% | -14.0% | -12.3% |
| 6M | +0.3% | -0.5% | +0.8% | 0.0% |
| YTD | -3.5% | +5.2% | -8.7% | -7.7% |
| 1Y | -1.4% | -2.1% | +0.8% | -1.0% |
| 3Y | +6.6% | +56.5% | -49.9% | -26.3% |
| 5Y | -10.9% | +89.5% | -100.4% | -47.2% |
| All | +611.5% | +425.0% | +186.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling