+258.1%
DASH vs MSFU
+76.3%
+181.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -3.1% |
| 7D | -10.6% | -5.7% | -4.9% | -8.6% |
| 30D | +2.2% | +4.2% | -2.0% | +0.3% |
| 3M | +32.3% | +27.9% | +4.4% | +17.6% |
| 6M | +19.1% | +37.1% | -18.0% | +1.8% |
| YTD | -6.5% | -7.4% | +0.9% | -8.2% |
| 1Y | -14.9% | -19.6% | +4.7% | -11.5% |
| 3Y | +151.9% | +33.2% | +118.7% | +89.7% |
| All | +258.1% | +76.3% | +181.8% | +118.8% |
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