+85.8%
MSFU vs RL
+376.1%
-290.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.2% |
| 7D | -12.7% | -4.4% | -8.3% | -10.9% |
| 30D | -9.0% | +5.6% | -14.6% | -10.8% |
| 3M | +2.9% | -0.6% | +3.6% | +3.3% |
| 6M | +43.5% | +15.5% | +28.1% | +34.5% |
| YTD | -2.4% | +12.3% | -14.8% | -8.4% |
| 1Y | -13.5% | +19.3% | -32.8% | -21.2% |
| 3Y | +19.2% | +255.5% | -236.3% | -33.6% |
| All | +85.8% | +376.1% | -290.3% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling