+99.9%
DE vs MSFU
+76.3%
+23.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | 0.0% |
| 7D | +10.0% | -5.7% | +15.7% | +10.2% |
| 30D | +13.3% | +4.2% | +9.1% | +13.1% |
| 3M | +17.5% | +27.9% | -10.4% | +16.7% |
| 6M | +13.6% | +37.1% | -23.5% | +11.3% |
| YTD | +49.8% | -7.4% | +57.2% | +52.3% |
| 1Y | +47.9% | -19.6% | +67.5% | +52.7% |
| 3Y | +72.5% | +33.2% | +39.3% | +59.3% |
| All | +99.9% | +76.3% | +23.6% | +80.9% |
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 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