-10.1%
MSCI vs RSG
+90.2%
-100.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.2% | +3.7% | -4.8% | -3.1% |
| 3M | -8.4% | +6.2% | -14.6% | -11.3% |
| 6M | -1.0% | -2.8% | +1.7% | +0.4% |
| YTD | -2.3% | +5.9% | -8.2% | -6.0% |
| 1Y | -1.2% | -1.8% | +0.6% | -0.7% |
| 3Y | +7.9% | +57.5% | -49.6% | -23.9% |
| 5Y | -10.1% | +91.1% | -101.1% | -48.0% |
| All | -10.1% | +90.2% | -100.3% | -48.0% |
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