+103.9%
MSFU vs RMD
+10.8%
+93.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +14.6% | +1.2% | +13.4% | +14.3% |
| 30D | +2.1% | +2.5% | -0.4% | +1.4% |
| 3M | +14.7% | +11.5% | +3.1% | +11.6% |
| 6M | +55.7% | +14.7% | +41.0% | +49.6% |
| YTD | +7.1% | -1.3% | +8.4% | +6.7% |
| 1Y | -0.5% | -5.3% | +4.8% | 0.0% |
| 3Y | +35.7% | +68.8% | -33.0% | +9.7% |
| All | +103.9% | +10.8% | +93.1% | +94.7% |
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