+72.2%
MSFU vs RGEN
-20.8%
+93.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -3.1% | +2.8% | -6.0% | -4.0% |
| 3M | +35.3% | +34.5% | +0.8% | +24.7% |
| 6M | +31.6% | +40.5% | -8.9% | +19.5% |
| YTD | -9.5% | +2.8% | -12.4% | -11.5% |
| 1Y | -18.4% | +39.6% | -58.0% | -26.7% |
| 3Y | +26.9% | +4.4% | +22.5% | +19.0% |
| All | +72.2% | -20.8% | +93.0% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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