+74.4%
MSI vs RL
+240.1%
-165.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +4.7% | -4.2% | +8.8% | +5.0% |
| 30D | +14.8% | +4.3% | +10.5% | +14.1% |
| 3M | +8.8% | -4.6% | +13.4% | +9.1% |
| 6M | +19.3% | +1.7% | +17.6% | +18.7% |
| YTD | +35.3% | +7.3% | +28.0% | +33.4% |
| 1Y | +33.8% | +20.8% | +13.0% | +30.0% |
| 3Y | +74.4% | +247.0% | -172.5% | +53.6% |
| All | +74.4% | +240.1% | -165.6% | +53.6% |
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