+101.0%
MSI vs RRX
+17.0%
+84.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -0.5% | -8.0% | +7.5% | +0.7% |
| 3M | +11.4% | -25.1% | +36.5% | +15.3% |
| 6M | +1.0% | -18.3% | +19.2% | +2.1% |
| YTD | +20.7% | +14.2% | +6.5% | +14.0% |
| 1Y | -2.7% | +13.0% | -15.7% | -8.3% |
| 3Y | +68.2% | +4.2% | +64.0% | +55.7% |
| All | +101.0% | +17.0% | +84.0% | +75.3% |
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 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