-14.3%
MSFU vs RL
+18.2%
-32.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.3% |
| 7D | -12.7% | -4.4% | -8.3% | -11.4% |
| 30D | -9.0% | +5.6% | -14.6% | -10.0% |
| 3M | +2.9% | -0.6% | +3.6% | +3.2% |
| 6M | +43.5% | +15.5% | +28.1% | +40.5% |
| YTD | -2.4% | +12.3% | -14.8% | -4.9% |
| All | -14.3% | +18.2% | -32.5% | -16.4% |
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