+88.0%
MSFU vs RRX
+33.1%
+54.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -2.8% | +4.3% | -7.1% | -3.8% |
| 30D | -5.3% | +12.3% | -17.6% | -8.1% |
| 3M | +7.2% | +3.7% | +3.6% | +5.8% |
| 6M | +51.0% | -13.9% | +64.9% | +53.0% |
| YTD | -1.2% | +26.5% | -27.7% | -14.7% |
| 1Y | -10.3% | +29.3% | -39.6% | -23.5% |
| 3Y | +22.2% | +65.6% | -43.3% | -10.8% |
| All | +88.0% | +33.1% | +54.9% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling