+4,389.5%
MSI vs RRC
+1,491.2%
+2,898.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.5% |
| 7D | +7.4% | -5.2% | +12.6% | +7.9% |
| 30D | +18.7% | +25.2% | -6.5% | +16.2% |
| 3M | +14.5% | +27.4% | -12.9% | +11.8% |
| 6M | +38.1% | +27.0% | +11.1% | +34.8% |
| YTD | +38.7% | +46.3% | -7.6% | +33.5% |
| 1Y | +35.4% | +37.1% | -1.7% | +31.0% |
| 3Y | +75.1% | +60.2% | +14.9% | +65.6% |
| 5Y | +126.4% | +136.6% | -10.3% | +102.7% |
| 10Y | +671.4% | +68.8% | +602.6% | +550.5% |
| All | +4,389.5% | +1,491.2% | +2,898.3% | +3,241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling