+601.1%
MSI vs RRX
+228.4%
+372.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.8% | -6.1% | +5.4% | +0.6% |
| 3M | +13.9% | -23.1% | +37.0% | +19.7% |
| 6M | +1.3% | -19.5% | +20.9% | +3.8% |
| YTD | +22.3% | +16.1% | +6.2% | +12.3% |
| 1Y | -3.9% | +12.9% | -16.8% | -11.6% |
| 3Y | +69.9% | +7.9% | +61.9% | +49.2% |
| 5Y | +103.8% | +19.1% | +84.7% | +66.7% |
| All | +601.1% | +228.4% | +372.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling