+73.2%
MSFU vs RSG
+62.3%
+10.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +0.5% | +4.0% | -3.5% | -0.6% |
| 3M | +51.9% | +7.4% | +44.5% | +47.8% |
| 6M | +35.0% | +0.1% | +34.8% | +35.1% |
| YTD | -9.0% | +6.0% | -15.1% | -11.5% |
| 1Y | -18.8% | -3.0% | -15.8% | -17.5% |
| 3Y | +25.5% | +56.5% | -31.0% | -8.1% |
| All | +73.2% | +62.3% | +10.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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