+70.6%
DLR vs MSFU
+88.0%
-17.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | -2.8% | +6.1% | +3.8% |
| 30D | +4.6% | -5.3% | +9.9% | +5.4% |
| 3M | -8.3% | +7.2% | -15.5% | -9.8% |
| 6M | -5.6% | +51.0% | -56.6% | -14.6% |
| YTD | +18.7% | -1.2% | +20.0% | +16.6% |
| 1Y | +17.1% | -10.3% | +27.4% | +17.8% |
| 3Y | +54.4% | +22.2% | +32.1% | +32.5% |
| All | +70.6% | +88.0% | -17.4% | +15.3% |
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