+70.7%
MSFU vs RRX
+20.1%
+50.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -6.3% | -8.0% | +1.7% | -4.5% |
| 3M | +40.0% | -25.1% | +65.0% | +47.6% |
| 6M | +30.1% | -18.3% | +48.4% | +31.7% |
| YTD | -10.3% | +14.2% | -24.5% | -20.4% |
| 1Y | -19.0% | +13.0% | -32.1% | -28.4% |
| 3Y | +25.8% | +4.2% | +21.6% | +10.9% |
| All | +70.7% | +20.1% | +50.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling