-19.4%
MSFU vs RNG
+120.2%
-139.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -6.9% | -9.6% | +2.6% | -4.5% |
| 30D | -5.1% | +8.8% | -13.9% | -7.1% |
| 3M | +44.6% | +78.6% | -34.0% | +21.0% |
| 6M | +32.8% | +70.3% | -37.5% | +12.1% |
| YTD | -10.1% | +140.3% | -150.4% | -30.5% |
| 1Y | -19.4% | +126.6% | -146.0% | -37.8% |
| All | -19.4% | +120.2% | -139.6% | -37.8% |
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