+71.2%
MSFU vs RNG
+63.8%
+7.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -6.9% | -9.6% | +2.6% | -4.4% |
| 30D | -5.1% | +8.8% | -13.9% | -7.3% |
| 3M | +44.6% | +78.6% | -34.0% | +21.6% |
| 6M | +32.8% | +70.3% | -37.5% | +12.8% |
| YTD | -10.1% | +140.3% | -150.4% | -31.4% |
| 1Y | -19.4% | +126.6% | -146.0% | -37.9% |
| 3Y | +26.2% | +120.2% | -94.0% | -7.6% |
| All | +71.2% | +63.8% | +7.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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