-16.7%
DHR vs MSFU
+71.2%
-88.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -5.0% | -6.9% | +2.0% | -3.9% |
| 30D | -3.3% | -5.1% | +1.8% | -2.7% |
| 3M | +9.4% | +44.6% | -35.2% | +2.2% |
| 6M | +3.2% | +32.8% | -29.7% | -3.1% |
| YTD | -12.0% | -10.1% | -2.0% | -11.9% |
| 1Y | +4.9% | -19.4% | +24.3% | +6.8% |
| 3Y | -7.4% | +26.2% | -33.5% | -20.5% |
| All | -16.7% | +71.2% | -88.0% | -38.6% |
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