-98.2%
DFNS vs MSFU
-16.5%
-81.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +5.4% |
| 7D | -16.0% | -5.7% | -10.3% | -9.7% |
| 30D | -77.7% | +4.2% | -81.9% | -79.2% |
| 3M | -77.2% | +27.9% | -105.1% | -85.0% |
| 6M | -95.2% | +37.1% | -132.3% | -97.0% |
| YTD | -98.0% | -7.4% | -90.6% | -98.7% |
| All | -98.2% | -16.5% | -81.7% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling