-3.5%
MSFU vs RRC
+44.7%
-48.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -3.5% | +17.0% | +13.4% |
| 7D | +8.2% | -6.8% | +14.9% | +8.2% |
| 30D | +10.2% | +34.7% | -24.5% | +9.8% |
| 3M | +22.9% | +31.5% | -8.6% | +22.5% |
| 6M | +63.2% | +21.8% | +41.4% | +59.5% |
| YTD | +11.7% | +48.9% | -37.1% | +13.2% |
| 1Y | -3.5% | +42.1% | -45.6% | -4.6% |
| All | -3.5% | +44.7% | -48.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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