-19.0%
MSFU vs RGEN
+37.5%
-56.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.3% | -4.6% | +2.2% | -1.5% |
| 30D | -6.3% | +1.2% | -7.4% | -6.7% |
| 3M | +40.0% | +26.8% | +13.1% | +32.9% |
| 6M | +30.1% | +29.1% | +1.0% | +21.4% |
| YTD | -10.3% | +0.7% | -11.1% | -14.9% |
| 1Y | -19.0% | +39.1% | -58.1% | -22.8% |
| All | -19.0% | +37.5% | -56.5% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling