-13.5%
MSFU vs RNG
+178.2%
-191.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.2% | -5.4% |
| 7D | -12.7% | -3.5% | -9.2% | -11.8% |
| 30D | -9.0% | -3.8% | -5.2% | -8.0% |
| 3M | +2.9% | +18.6% | -15.6% | -1.8% |
| 6M | +43.5% | +69.2% | -25.7% | +21.3% |
| YTD | -2.4% | +161.9% | -164.3% | -28.3% |
| 1Y | -13.5% | +176.2% | -189.7% | -37.7% |
| All | -13.5% | +178.2% | -191.6% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling