+72.2%
MSFU vs RMD
+3.9%
+68.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.5% |
| 7D | -3.2% | -4.5% | +1.3% | -2.1% |
| 30D | -3.1% | +4.6% | -7.7% | -4.1% |
| 3M | +35.3% | +14.8% | +20.5% | +30.5% |
| 6M | +31.6% | -12.1% | +43.7% | +35.6% |
| YTD | -9.5% | -7.5% | -2.0% | -8.4% |
| 1Y | -18.4% | -20.1% | +1.6% | -14.0% |
| 3Y | +26.9% | +53.9% | -27.0% | +5.1% |
| All | +72.2% | +3.9% | +68.3% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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