+26.8%
MSFU vs RL
+262.6%
-235.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +4.0% | +1.3% | +2.7% | +3.8% |
| 30D | -2.3% | +7.6% | -10.0% | -4.9% |
| 3M | +7.1% | -1.5% | +8.6% | +7.8% |
| 6M | +48.9% | +12.1% | +36.8% | +41.8% |
| YTD | +2.4% | +13.9% | -11.5% | -4.0% |
| 1Y | -8.1% | +20.7% | -28.7% | -16.4% |
| All | +26.8% | +262.6% | -235.8% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling