+101.8%
DASH vs MSFU
+32.6%
+69.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.5% |
| 7D | +0.4% | +2.5% | -2.1% | -0.5% |
| 30D | -6.0% | -1.3% | -4.8% | -5.9% |
| 3M | -15.8% | +8.6% | -24.4% | -18.4% |
| 6M | +7.0% | +48.4% | -41.4% | -8.4% |
| YTD | -20.7% | +1.6% | -22.2% | -24.8% |
| 1Y | -8.5% | -5.8% | -2.8% | -11.1% |
| 3Y | +101.8% | +30.9% | +70.8% | +66.9% |
| All | +101.8% | +32.6% | +69.2% | +66.9% |
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