-2.6%
MSI vs RNG
+120.2%
-122.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -1.8% | -9.6% | +7.8% | -1.2% |
| 30D | -0.6% | +8.8% | -9.4% | -1.1% |
| 3M | +13.0% | +78.6% | -65.6% | +9.4% |
| 6M | +0.5% | +70.3% | -69.8% | -2.9% |
| YTD | +21.7% | +140.3% | -118.6% | +15.0% |
| 1Y | -2.6% | +126.6% | -129.2% | -9.0% |
| All | -2.6% | +120.2% | -122.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling