+280.1%
RDW vs MSFU
+71.2%
+208.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +4.8% | -6.9% | +11.8% | +8.3% |
| 30D | -19.5% | -5.1% | -14.4% | -18.1% |
| 3M | -26.9% | +44.6% | -71.5% | -41.2% |
| 6M | +17.8% | +32.8% | -15.0% | -2.5% |
| YTD | +43.0% | -10.1% | +53.1% | +43.1% |
| 1Y | +32.1% | -19.4% | +51.5% | +39.3% |
| 3Y | +250.6% | +26.2% | +224.5% | +175.6% |
| All | +280.1% | +71.2% | +208.9% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 all: compounded portfolio wealth divided by compounded MSFU 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…
all analysis · Full analysis span regression · 6 months rolling