-3.5%
MSFU vs RL
+34.3%
-37.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.5% | +9.0% | +12.2% |
| 7D | +8.2% | +5.8% | +2.4% | +6.6% |
| 30D | +10.2% | +12.7% | -2.5% | +6.9% |
| 3M | +22.9% | +9.3% | +13.5% | +20.1% |
| 6M | +63.2% | +16.9% | +46.3% | +57.8% |
| YTD | +11.7% | +17.5% | -5.7% | +7.0% |
| 1Y | -3.5% | +34.6% | -38.1% | -10.6% |
| All | -3.5% | +34.3% | -37.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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