-10.3%
MSFU vs RRC
+36.3%
-46.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -2.8% | +6.4% | -9.1% | -2.7% |
| 30D | -5.3% | +23.9% | -29.2% | -5.3% |
| 3M | +7.2% | +30.2% | -22.9% | +7.4% |
| 6M | +51.0% | +26.3% | +24.7% | +49.0% |
| YTD | -1.2% | +48.1% | -49.3% | +1.4% |
| 1Y | -10.3% | +37.7% | -48.0% | -10.5% |
| All | -10.3% | +36.3% | -46.6% | -10.5% |
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