+100.0%
MSI vs RNG
-70.2%
+170.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -4.0% | -4.1% | +0.1% | -3.7% |
| 30D | -0.5% | +8.6% | -9.1% | -1.3% |
| 3M | +11.4% | +78.0% | -66.6% | +5.5% |
| 6M | +1.0% | +67.0% | -66.1% | -4.4% |
| YTD | +20.7% | +142.4% | -121.8% | +9.5% |
| 1Y | -2.7% | +120.4% | -123.1% | -11.1% |
| 3Y | +68.2% | +122.1% | -53.9% | +49.9% |
| 5Y | +100.0% | -69.8% | +169.8% | +105.6% |
| All | +100.0% | -70.2% | +170.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling