+4.1%
MSFU vs RBRK
+130.3%
-126.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -6.9% | -3.5% | -3.4% | -5.9% |
| 30D | -5.1% | -8.3% | +3.1% | -3.4% |
| 3M | +44.6% | +24.7% | +20.0% | +30.5% |
| 6M | +32.8% | +58.9% | -26.1% | +10.1% |
| YTD | -10.1% | +16.3% | -26.3% | -18.5% |
| 1Y | -19.4% | +10.1% | -29.5% | -26.8% |
| All | +4.1% | +130.3% | -126.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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