+7.3%
MSCI vs RSG
+55.3%
-48.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | -1.7% | +3.3% | -5.0% | -2.9% |
| 3M | -8.2% | +8.5% | -16.7% | -10.5% |
| 6M | -2.4% | -3.5% | +1.1% | -1.0% |
| YTD | -2.8% | +5.5% | -8.3% | -4.8% |
| 1Y | -2.7% | -1.7% | -0.9% | -2.0% |
| 3Y | +7.3% | +56.9% | -49.6% | -13.8% |
| All | +7.3% | +55.3% | -48.0% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling