+93.3%
MSFU vs RRC
+68.5%
+24.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.3% |
| 7D | +2.5% | -10.8% | +13.3% | +4.7% |
| 30D | -1.3% | +22.3% | -23.6% | -5.8% |
| 3M | +8.6% | +26.6% | -18.0% | +2.8% |
| 6M | +48.4% | +18.9% | +29.5% | +42.0% |
| YTD | +1.6% | +39.2% | -37.6% | -6.9% |
| 1Y | -5.8% | +34.0% | -39.7% | -13.1% |
| 3Y | +30.9% | +42.0% | -11.1% | +16.9% |
| All | +93.3% | +68.5% | +24.9% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling