+674.5%
MSI vs RL
+397.7%
+276.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | +1.3% |
| 7D | +8.3% | +0.2% | +8.1% | +8.1% |
| 30D | +18.9% | +7.3% | +11.5% | +16.7% |
| 3M | +13.2% | +1.0% | +12.2% | +12.5% |
| 6M | +38.3% | +11.8% | +26.5% | +33.7% |
| YTD | +38.9% | +13.6% | +25.3% | +33.0% |
| 1Y | +36.7% | +24.0% | +12.6% | +28.0% |
| 3Y | +76.6% | +256.6% | -180.0% | +22.8% |
| 5Y | +124.5% | +240.2% | -115.7% | +53.6% |
| 10Y | +674.5% | +373.0% | +301.6% | +355.3% |
| All | +674.5% | +397.7% | +276.9% | +355.3% |
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