+77.4%
DIA vs MSFU
+70.7%
+6.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -0.9% |
| 30D | -2.7% | -6.3% | +3.6% | -1.9% |
| 3M | +3.3% | +40.0% | -36.7% | -2.4% |
| 6M | +10.4% | +30.1% | -19.7% | +4.6% |
| YTD | +10.0% | -10.3% | +20.3% | +10.2% |
| 1Y | +16.2% | -19.0% | +35.2% | +18.2% |
| 3Y | +58.7% | +25.8% | +32.9% | +41.5% |
| All | +77.4% | +70.7% | +6.7% | +46.2% |
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