+73.2%
MSFU vs GNRC
-16.8%
+90.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +0.5% | -15.7% | +16.2% | +3.0% |
| 3M | +51.9% | -27.3% | +79.2% | +57.6% |
| 6M | +35.0% | -12.1% | +47.0% | +32.4% |
| YTD | -9.0% | +37.1% | -46.2% | -20.7% |
| 1Y | -18.8% | -0.5% | -18.3% | -23.8% |
| 3Y | +25.5% | +61.5% | -36.0% | -0.6% |
| All | +73.2% | -16.8% | +90.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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