-18.8%
MSFU vs GNRC
+0.9%
-19.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +0.5% | -15.7% | +16.2% | -1.7% |
| 3M | +51.9% | -27.3% | +79.2% | +45.3% |
| 6M | +35.0% | -12.1% | +47.0% | +28.5% |
| YTD | -9.0% | +37.1% | -46.2% | -14.3% |
| 1Y | -18.8% | -0.5% | -18.3% | -20.0% |
| All | -18.8% | +0.9% | -19.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling