+173.8%
DAL vs MSFU
+32.6%
+141.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.5% |
| 7D | +8.8% | +2.5% | +6.3% | +8.1% |
| 30D | +5.4% | -1.3% | +6.7% | +5.5% |
| 3M | -4.9% | +8.6% | -13.6% | -6.9% |
| 6M | +19.8% | +48.4% | -28.6% | +8.4% |
| YTD | +27.0% | +1.6% | +25.4% | +24.5% |
| 1Y | +52.5% | -5.8% | +58.2% | +52.3% |
| 3Y | +173.8% | +30.9% | +142.9% | +134.9% |
| All | +173.8% | +32.6% | +141.2% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling