+70.7%
MSFU vs RGEN
-22.4%
+93.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -2.3% | -4.6% | +2.2% | -1.3% |
| 30D | -6.3% | +1.2% | -7.4% | -6.7% |
| 3M | +40.0% | +26.8% | +13.1% | +31.0% |
| 6M | +30.1% | +29.1% | +1.0% | +20.6% |
| YTD | -10.3% | +0.7% | -11.1% | -11.8% |
| 1Y | -19.0% | +39.1% | -58.1% | -27.2% |
| 3Y | +25.8% | +2.2% | +23.6% | +18.5% |
| All | +70.7% | -22.4% | +93.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling