+77.1%
MSI vs RL
+250.5%
-173.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +3.2% | +2.6% | +0.7% | +3.0% |
| 30D | +17.6% | +2.9% | +14.7% | +17.1% |
| 3M | +14.5% | 0.0% | +14.5% | +14.3% |
| 6M | +34.3% | +17.1% | +17.1% | +31.7% |
| YTD | +39.7% | +10.1% | +29.6% | +37.4% |
| 1Y | +40.2% | +17.3% | +22.8% | +36.7% |
| 3Y | +77.1% | +249.3% | -172.2% | +57.4% |
| All | +77.1% | +250.5% | -173.4% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling