+153.0%
DASH vs MSFU
+32.9%
+120.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -3.3% |
| 7D | -10.6% | -5.7% | -4.9% | -8.9% |
| 30D | +2.2% | +4.2% | -2.0% | +0.6% |
| 3M | +32.3% | +27.9% | +4.4% | +19.8% |
| 6M | +19.1% | +37.1% | -18.0% | +4.3% |
| YTD | -6.5% | -7.4% | +0.9% | -8.3% |
| 1Y | -14.9% | -19.6% | +4.7% | -12.4% |
| All | +153.0% | +32.9% | +120.1% | +106.0% |
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