+76.3%
MSFU vs RRC
+44.9%
+31.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | +1.3% | -7.0% | -6.0% |
| 30D | +4.2% | +10.1% | -5.9% | +2.1% |
| 3M | +27.9% | +4.0% | +23.9% | +26.7% |
| 6M | +37.1% | +1.6% | +35.5% | +35.8% |
| YTD | -7.4% | +19.7% | -27.1% | -11.8% |
| 1Y | -19.6% | +21.4% | -41.0% | -24.3% |
| 3Y | +33.2% | +29.7% | +3.5% | +21.5% |
| All | +76.3% | +44.9% | +31.5% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling