+3,831.1%
MSI vs RRX
+3,925.9%
-94.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -5.8% | +4.3% | -10.0% | -7.0% |
| 30D | -1.0% | -8.0% | +7.0% | +1.5% |
| 3M | +14.2% | -22.0% | +36.2% | +21.1% |
| 6M | +1.0% | -11.9% | +12.9% | +1.3% |
| YTD | +21.5% | +17.1% | +4.4% | +10.0% |
| 1Y | -2.1% | +14.9% | -17.0% | -11.6% |
| 3Y | +69.3% | +6.9% | +62.4% | +46.3% |
| 5Y | +99.3% | +19.6% | +79.8% | +60.9% |
| 10Y | +595.0% | +215.9% | +379.1% | +278.3% |
| All | +3,831.1% | +3,925.9% | -94.7% | +1,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling