-19.4%
MSFU vs RRX
+9.8%
-29.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | -6.9% | -3.7% | -3.2% | -7.1% |
| 30D | -5.1% | -9.3% | +4.2% | -5.6% |
| 3M | +44.6% | -21.8% | +66.4% | +42.0% |
| 6M | +32.8% | -22.0% | +54.8% | +29.6% |
| YTD | -10.1% | +11.9% | -22.0% | -10.2% |
| 1Y | -19.4% | +11.6% | -31.0% | -18.2% |
| All | -19.4% | +9.8% | -29.2% | -18.2% |
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 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