+70.7%
DLR vs MSFU
+103.9%
-33.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.4% |
| 7D | +2.4% | +14.6% | -12.2% | -0.2% |
| 30D | +0.7% | +2.1% | -1.4% | +0.2% |
| 3M | -6.4% | +14.7% | -21.1% | -9.1% |
| 6M | -6.5% | +55.7% | -62.2% | -15.7% |
| YTD | +18.8% | +7.1% | +11.7% | +15.0% |
| 1Y | +9.0% | -0.5% | +9.6% | +7.4% |
| 3Y | +54.5% | +35.7% | +18.8% | +29.5% |
| All | +70.7% | +103.9% | -33.2% | +13.8% |
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