+124.2%
MSI vs RRX
+9.8%
+114.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.4% |
| 7D | +3.2% | +4.3% | -1.1% | +2.7% |
| 30D | +17.6% | +12.3% | +5.3% | +15.4% |
| 3M | +14.5% | +3.7% | +10.9% | +13.5% |
| 6M | +34.3% | -13.9% | +48.2% | +35.5% |
| YTD | +39.7% | +26.5% | +13.3% | +29.7% |
| 1Y | +40.2% | +29.3% | +10.8% | +29.3% |
| 3Y | +77.1% | +65.6% | +11.6% | +43.8% |
| All | +124.2% | +9.8% | +114.4% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling