+201.5%
DASH vs MSFU
+85.8%
+115.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.8% |
| 7D | -10.2% | -12.7% | +2.4% | -5.6% |
| 30D | -8.2% | -9.0% | +0.8% | -5.4% |
| 3M | -15.9% | +2.9% | -18.8% | -17.5% |
| 6M | +13.3% | +43.5% | -30.2% | -4.8% |
| YTD | -21.3% | -2.4% | -18.9% | -24.7% |
| 1Y | -11.1% | -13.5% | +2.3% | -10.7% |
| 3Y | +103.8% | +19.2% | +84.6% | +64.2% |
| All | +201.5% | +85.8% | +115.8% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling