+36.0%
DIS vs MSFU
+34.7%
+1.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +1.4% |
| 7D | +5.3% | +14.6% | -9.3% | +3.5% |
| 30D | +10.2% | +2.1% | +8.1% | +9.7% |
| 3M | +13.5% | +14.7% | -1.1% | +11.3% |
| 6M | +11.1% | +55.7% | -44.5% | +4.1% |
| YTD | +5.5% | +7.1% | -1.6% | +3.3% |
| 1Y | +9.1% | -0.5% | +9.6% | +8.2% |
| 3Y | +36.0% | +35.7% | +0.3% | +22.7% |
| All | +36.0% | +34.7% | +1.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling