-100.0%
DFNS vs MSFU
+88.0%
-188.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | -6.0% | -2.8% | -3.2% | -5.7% |
| 30D | -71.2% | -5.3% | -65.9% | -71.0% |
| 3M | -94.5% | +7.2% | -101.8% | -94.8% |
| 6M | -96.5% | +51.0% | -147.5% | -97.1% |
| YTD | -99.6% | -1.2% | -98.4% | -99.7% |
| 1Y | -99.7% | -10.3% | -89.4% | -99.8% |
| 3Y | -100.0% | +22.2% | -122.2% | -100.0% |
| All | -100.0% | +88.0% | -188.0% | -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 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