+864.9%
MSI vs RNG
+327.7%
+537.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | -3.7% | +5.8% | -9.5% | -4.3% |
| 30D | +6.8% | +19.6% | -12.8% | +4.6% |
| 3M | +14.3% | +67.0% | -52.7% | +7.3% |
| 6M | -1.6% | +88.4% | -89.9% | -9.5% |
| YTD | +22.8% | +155.5% | -132.7% | +8.0% |
| 1Y | -1.1% | +141.7% | -142.8% | -12.7% |
| 3Y | +70.5% | +131.1% | -60.6% | +47.0% |
| 5Y | +102.8% | -70.6% | +173.4% | +115.9% |
| 10Y | +597.4% | +228.2% | +369.2% | +404.5% |
| All | +864.9% | +327.7% | +537.2% | +575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling