+45.6%
DE vs MSFU
-20.3%
+65.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.4% | -6.9% | +4.6% | -3.2% |
| 30D | +9.7% | -5.1% | +14.8% | +9.1% |
| 3M | +21.4% | +44.6% | -23.3% | +28.9% |
| 6M | +15.0% | +32.8% | -17.8% | +20.5% |
| YTD | +46.4% | -10.1% | +56.5% | +47.1% |
| 1Y | +45.6% | -19.4% | +65.0% | +50.9% |
| All | +45.6% | -20.3% | +65.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling