+663.4%
MSI vs RNG
+234.5%
+428.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +3.2% | +4.6% | -1.4% | +2.7% |
| 30D | +17.6% | +0.4% | +17.2% | +17.3% |
| 3M | +14.5% | +11.4% | +3.1% | +12.7% |
| 6M | +34.3% | +95.7% | -61.4% | +23.0% |
| YTD | +39.7% | +162.9% | -123.2% | +21.7% |
| 1Y | +40.2% | +180.3% | -140.1% | +21.1% |
| 3Y | +77.1% | +188.3% | -111.2% | +47.7% |
| 5Y | +124.0% | -72.5% | +196.6% | +147.1% |
| All | +663.4% | +234.5% | +428.9% | +365.4% |
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