+22.2%
MSFU vs GNRC
+86.4%
-64.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -2.8% | +7.9% | -10.7% | -3.4% |
| 30D | -5.3% | -3.7% | -1.6% | -5.3% |
| 3M | +7.2% | -11.9% | +19.2% | +7.8% |
| 6M | +51.0% | -28.6% | +79.6% | +52.9% |
| YTD | -1.2% | +39.9% | -41.1% | -15.2% |
| 1Y | -10.3% | +23.4% | -33.7% | -20.7% |
| 3Y | +22.2% | +84.2% | -62.0% | -6.0% |
| All | +22.2% | +86.4% | -64.1% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling