+87.3%
MSFU vs RNG
+80.4%
+6.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | -4.9% | +2.3% | -7.2% | -5.5% |
| 30D | -9.1% | -3.4% | -5.7% | -8.2% |
| 3M | +8.7% | +20.9% | -12.2% | +3.0% |
| 6M | +48.3% | +82.2% | -33.9% | +23.9% |
| YTD | -1.6% | +164.6% | -166.2% | -27.0% |
| 1Y | -13.6% | +177.0% | -190.6% | -36.8% |
| 3Y | +20.2% | +177.4% | -157.2% | -17.6% |
| All | +87.3% | +80.4% | +6.9% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling