-19.6%
MSFU vs RRX
+14.9%
-34.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +3.4% | -9.1% | -5.5% |
| 30D | +4.2% | -11.1% | +15.3% | +3.6% |
| 3M | +27.9% | -23.7% | +51.6% | +24.6% |
| 6M | +37.1% | -22.0% | +59.1% | +33.3% |
| YTD | -7.4% | +16.5% | -23.9% | -7.5% |
| 1Y | -19.6% | +11.5% | -31.1% | -18.0% |
| All | -19.6% | +14.9% | -34.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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