+72.2%
MSFU vs RNG
+66.5%
+5.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.0% | -1.2% |
| 7D | -3.2% | -0.8% | -2.3% | -2.9% |
| 30D | -3.1% | +11.4% | -14.5% | -5.9% |
| 3M | +35.3% | +72.1% | -36.8% | +14.9% |
| 6M | +31.6% | +67.9% | -36.3% | +12.1% |
| YTD | -9.5% | +144.3% | -153.9% | -31.3% |
| 1Y | -18.4% | +117.5% | -135.9% | -36.5% |
| 3Y | +26.9% | +123.9% | -96.9% | -7.5% |
| All | +72.2% | +66.5% | +5.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling