+76.3%
MSFU vs RGEN
-21.2%
+97.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | -5.7% | -4.9% | -0.8% | -4.6% |
| 30D | +4.2% | +5.7% | -1.5% | +2.5% |
| 3M | +27.9% | +32.4% | -4.5% | +18.4% |
| 6M | +37.1% | +33.2% | +3.9% | +26.1% |
| YTD | -7.4% | +2.3% | -9.7% | -9.3% |
| 1Y | -19.6% | +39.0% | -58.6% | -27.7% |
| 3Y | +33.2% | -4.6% | +37.8% | +28.2% |
| All | +76.3% | -21.2% | +97.6% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling