+88.0%
MSFU vs GNRC
-15.1%
+103.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -2.8% | +7.9% | -10.7% | -3.9% |
| 30D | -5.3% | -3.7% | -1.6% | -5.1% |
| 3M | +7.2% | -11.9% | +19.2% | +8.5% |
| 6M | +51.0% | -28.6% | +79.6% | +55.4% |
| YTD | -1.2% | +39.9% | -41.1% | -14.8% |
| 1Y | -10.3% | +23.4% | -33.7% | -20.5% |
| 3Y | +22.2% | +84.2% | -62.0% | -6.5% |
| All | +88.0% | -15.1% | +103.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling