-18.4%
MSFU vs RRC
+20.2%
-38.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -3.2% | -1.2% | -2.0% | -3.2% |
| 30D | -3.1% | +9.4% | -12.6% | -3.1% |
| 3M | +35.3% | +7.4% | +27.9% | +34.7% |
| 6M | +31.6% | +1.5% | +30.1% | +29.6% |
| YTD | -9.5% | +19.4% | -28.9% | -9.8% |
| 1Y | -18.4% | +24.2% | -42.6% | -16.8% |
| All | -18.4% | +20.2% | -38.7% | -16.8% |
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