+64.3%
RIG vs MSFU
+76.3%
-12.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -2.1% |
| 7D | +0.9% | -5.7% | +6.6% | +1.9% |
| 30D | +13.8% | +4.2% | +9.6% | +12.7% |
| 3M | -6.4% | +27.9% | -34.3% | -11.5% |
| 6M | -8.2% | +37.1% | -45.3% | -15.4% |
| YTD | +41.6% | -7.4% | +49.0% | +41.6% |
| 1Y | +88.7% | -19.6% | +108.3% | +94.9% |
| 3Y | -30.9% | +33.2% | -64.0% | -42.2% |
| All | +64.3% | +76.3% | -12.0% | +34.1% |
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