+95.2%
DE vs MSFU
+70.7%
+24.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -3.0% | -2.3% | -0.7% | -3.0% |
| 30D | +11.1% | -6.3% | +17.4% | +11.4% |
| 3M | +17.6% | +40.0% | -22.3% | +16.0% |
| 6M | +13.6% | +30.1% | -16.5% | +11.7% |
| YTD | +46.3% | -10.3% | +56.6% | +48.9% |
| 1Y | +44.2% | -19.0% | +63.2% | +48.2% |
| 3Y | +76.6% | +25.8% | +50.8% | +63.9% |
| All | +95.2% | +70.7% | +24.5% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling