+723.2%
MSI vs RL
+1,366.2%
-642.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +6.8% | -7.8% | +14.6% | +9.1% |
| 3M | +14.3% | -4.0% | +18.3% | +15.2% |
| 6M | -1.6% | -1.9% | +0.3% | -2.2% |
| YTD | +22.8% | -0.2% | +23.0% | +21.1% |
| 1Y | -1.1% | +10.7% | -11.8% | -5.5% |
| 3Y | +70.5% | +210.8% | -140.3% | +17.4% |
| 5Y | +102.8% | +238.2% | -135.4% | +31.8% |
| 10Y | +597.4% | +313.4% | +284.0% | +290.9% |
| All | +723.2% | +1,366.2% | -642.9% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling