+175.2%
DAL vs MSFU
+97.0%
+78.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.4% | +3.0% | -2.8% |
| 7D | +4.6% | +1.0% | +3.5% | +4.2% |
| 30D | +2.3% | +0.6% | +1.7% | +2.0% |
| 3M | -8.1% | +16.4% | -24.5% | -11.4% |
| 6M | +21.4% | +53.0% | -31.6% | +8.6% |
| YTD | +24.3% | +3.5% | +20.8% | +20.3% |
| 1Y | +47.4% | -7.8% | +55.2% | +46.8% |
| 3Y | +164.6% | +35.6% | +129.0% | +122.0% |
| All | +175.2% | +97.0% | +78.2% | +112.2% |
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