+76.3%
MSFU vs RL
+323.1%
-246.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -5.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | +4.2% | -7.8% | +11.9% | +7.6% |
| 3M | +27.9% | -4.0% | +31.9% | +29.8% |
| 6M | +37.1% | -1.9% | +39.0% | +36.1% |
| YTD | -7.4% | -0.2% | -7.2% | -8.9% |
| 1Y | -19.6% | +10.7% | -30.3% | -24.9% |
| 3Y | +33.2% | +210.8% | -177.6% | -21.9% |
| All | +76.3% | +323.1% | -246.8% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling