+126.4%
MSI vs RRC
+124.4%
+2.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.6% |
| 7D | +7.4% | -5.2% | +12.6% | +7.9% |
| 30D | +18.7% | +25.2% | -6.5% | +15.6% |
| 3M | +14.5% | +27.4% | -12.9% | +11.2% |
| 6M | +38.1% | +27.0% | +11.1% | +34.1% |
| YTD | +38.7% | +46.3% | -7.6% | +32.3% |
| 1Y | +35.4% | +37.1% | -1.7% | +30.0% |
| 3Y | +75.1% | +60.2% | +14.9% | +63.4% |
| 5Y | +126.4% | +136.6% | -10.3% | +103.4% |
| All | +126.4% | +124.4% | +2.0% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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