+102.8%
MSI vs RL
+238.1%
-135.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +6.8% | -7.8% | +14.6% | +8.4% |
| 3M | +14.3% | -4.0% | +18.3% | +14.9% |
| 6M | -1.6% | -1.9% | +0.3% | -1.9% |
| YTD | +22.8% | -0.2% | +23.0% | +21.7% |
| 1Y | -1.1% | +10.7% | -11.8% | -4.2% |
| 3Y | +70.5% | +210.8% | -140.3% | +26.7% |
| All | +102.8% | +238.1% | -135.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling