+5.6%
MSCI vs RSG
+99.6%
-93.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.0% | +2.5% | +0.5% | +1.7% |
| 30D | +17.8% | +12.7% | +5.1% | +10.5% |
| 3M | +15.2% | +17.9% | -2.7% | +5.5% |
| 6M | +16.5% | +25.0% | -8.5% | +3.3% |
| YTD | +16.4% | +20.8% | -4.4% | +4.5% |
| 1Y | +16.8% | +24.3% | -7.5% | +3.0% |
| 3Y | +35.8% | +65.3% | -29.5% | -4.5% |
| All | +5.6% | +99.6% | -93.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling