-100.0%
DFNS vs MSFU
+103.9%
-203.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.4% | -4.9% |
| 7D | -42.8% | +14.6% | -57.4% | -46.0% |
| 30D | -67.6% | +2.1% | -69.7% | -68.1% |
| 3M | -94.9% | +14.7% | -109.5% | -95.2% |
| 6M | -96.7% | +55.7% | -152.4% | -97.3% |
| YTD | -99.6% | +7.1% | -106.7% | -99.7% |
| 1Y | -99.7% | -0.5% | -99.2% | -99.8% |
| 3Y | -100.0% | +35.7% | -135.7% | -100.0% |
| All | -100.0% | +103.9% | -203.9% | -100.0% |
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