+96.2%
DE vs MSFU
+87.3%
+8.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | +2.3% | -4.9% | +7.3% | +2.5% |
| 30D | +4.4% | -9.1% | +13.5% | +4.7% |
| 3M | +9.8% | +8.7% | +1.1% | +9.3% |
| 6M | +15.8% | +48.3% | -32.5% | +13.5% |
| YTD | +47.0% | -1.6% | +48.6% | +48.9% |
| 1Y | +42.8% | -13.6% | +56.4% | +47.1% |
| 3Y | +88.9% | +20.2% | +68.7% | +78.2% |
| All | +96.2% | +87.3% | +8.9% | +76.9% |
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 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