+78.0%
DIA vs MSFU
+85.8%
-7.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.2% |
| 7D | -1.6% | -12.7% | +11.0% | +0.2% |
| 30D | +1.3% | -9.0% | +10.3% | +2.4% |
| 3M | -2.1% | +2.9% | -5.0% | -2.9% |
| 6M | +6.2% | +43.5% | -37.3% | -0.6% |
| YTD | +10.3% | -2.4% | +12.8% | +8.9% |
| 1Y | +11.0% | -13.5% | +24.5% | +11.9% |
| 3Y | +60.4% | +19.2% | +41.1% | +45.3% |
| All | +78.0% | +85.8% | -7.8% | +44.5% |
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