+597.6%
MSI vs RNG
+223.4%
+374.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -1.8% | -9.6% | +7.8% | -0.7% |
| 30D | -0.6% | +8.8% | -9.4% | -1.7% |
| 3M | +13.0% | +78.6% | -65.6% | +5.2% |
| 6M | +0.5% | +70.3% | -69.8% | -6.6% |
| YTD | +21.7% | +140.3% | -118.6% | +7.3% |
| 1Y | -2.6% | +126.6% | -129.2% | -13.8% |
| 3Y | +69.7% | +120.2% | -50.6% | +46.3% |
| 5Y | +102.8% | -68.3% | +171.1% | +117.4% |
| All | +597.6% | +223.4% | +374.2% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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