+71.2%
MSFU vs RSG
+61.1%
+10.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -6.9% | -1.8% | -5.2% | -6.4% |
| 30D | -5.1% | +2.8% | -7.9% | -5.9% |
| 3M | +44.6% | +4.3% | +40.3% | +42.2% |
| 6M | +32.8% | -0.5% | +33.3% | +33.2% |
| YTD | -10.1% | +5.2% | -15.3% | -12.3% |
| 1Y | -19.4% | -2.1% | -17.2% | -18.7% |
| 3Y | +26.2% | +56.5% | -30.3% | -7.9% |
| All | +71.2% | +61.1% | +10.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling