+87.3%
MSFU vs RGEN
-21.7%
+109.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.7% |
| 7D | -4.9% | -1.2% | -3.8% | -4.6% |
| 30D | -9.1% | -5.1% | -4.0% | -7.8% |
| 3M | +8.7% | +0.5% | +8.2% | +8.0% |
| 6M | +48.3% | +46.6% | +1.7% | +33.3% |
| YTD | -1.6% | +1.6% | -3.2% | -3.8% |
| 1Y | -13.6% | +5.4% | -19.0% | -16.4% |
| 3Y | +20.2% | +12.8% | +7.4% | +10.0% |
| All | +87.3% | -21.7% | +109.0% | +89.9% |
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