+954.3%
MSI vs RSG
+2,005.0%
-1,050.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -5.8% | -0.7% | -5.0% | -5.5% |
| 30D | -1.0% | +3.3% | -4.3% | -2.1% |
| 3M | +14.2% | +8.5% | +5.7% | +10.8% |
| 6M | +1.0% | -3.5% | +4.6% | +2.0% |
| YTD | +21.5% | +5.5% | +16.0% | +18.7% |
| 1Y | -2.1% | -1.7% | -0.4% | -2.0% |
| 3Y | +69.3% | +56.9% | +12.4% | +43.4% |
| 5Y | +99.3% | +89.4% | +9.9% | +58.2% |
| 10Y | +595.0% | +412.5% | +182.5% | +306.0% |
| All | +954.3% | +2,005.0% | -1,050.7% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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