-99.9%
DFNS vs MSFU
+72.2%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | +0.8% | -3.2% | +4.0% | +2.1% |
| 30D | -73.2% | -3.1% | -70.1% | -73.0% |
| 3M | -72.4% | +35.3% | -107.7% | -75.8% |
| 6M | -95.2% | +31.6% | -126.8% | -95.8% |
| YTD | -98.0% | -9.5% | -88.5% | -98.3% |
| 1Y | -98.3% | -18.4% | -79.8% | -98.6% |
| 3Y | -99.9% | +26.9% | -126.8% | -99.9% |
| All | -99.9% | +72.2% | -172.1% | -99.9% |
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 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