+26.9%
MSFU vs RPRX
+126.7%
-99.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +2.9% | -1.9% |
| 7D | -3.2% | -2.8% | -0.4% | -2.9% |
| 30D | -3.1% | +7.2% | -10.3% | -3.6% |
| 3M | +35.3% | +10.9% | +24.4% | +33.9% |
| 6M | +31.6% | +34.6% | -3.0% | +28.4% |
| YTD | -9.5% | +59.0% | -68.5% | -13.0% |
| 1Y | -18.4% | +72.5% | -90.9% | -22.5% |
| 3Y | +26.9% | +124.1% | -97.2% | +19.6% |
| All | +26.9% | +126.7% | -99.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 3y: compounded portfolio wealth divided by compounded RPRX 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…
3y analysis · Full analysis span regression · 6 months rolling