+77.5%
DE vs MSFU
+29.4%
+48.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.8% |
| 7D | +0.7% | -3.2% | +3.8% | +0.7% |
| 30D | +9.6% | -3.1% | +12.8% | +9.7% |
| 3M | +19.0% | +35.3% | -16.3% | +19.0% |
| 6M | +16.1% | +31.6% | -15.5% | +15.5% |
| YTD | +47.0% | -9.5% | +56.5% | +50.9% |
| 1Y | +43.1% | -18.4% | +61.6% | +48.4% |
| 3Y | +77.5% | +26.9% | +50.6% | +63.5% |
| All | +77.5% | +29.4% | +48.1% | +63.5% |
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