+595.0%
MSI vs RL
+304.3%
+290.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -5.8% | +1.9% | -7.6% | -6.2% |
| 30D | -1.0% | -12.2% | +11.2% | +1.9% |
| 3M | +14.2% | -6.6% | +20.8% | +15.6% |
| 6M | +1.0% | +3.2% | -2.1% | -0.6% |
| YTD | +21.5% | -1.3% | +22.8% | +20.4% |
| 1Y | -2.1% | +13.6% | -15.7% | -6.4% |
| 3Y | +69.3% | +210.9% | -141.5% | +21.6% |
| 5Y | +99.3% | +246.9% | -147.5% | +34.6% |
| 10Y | +595.0% | +310.1% | +284.9% | +322.0% |
| All | +595.0% | +304.3% | +290.7% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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