+77.3%
DLR vs MSFU
+76.3%
+1.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.1% |
| 7D | +1.6% | -5.7% | +7.3% | +2.6% |
| 30D | -3.4% | +4.2% | -7.5% | -4.3% |
| 3M | +0.5% | +27.9% | -27.4% | -5.1% |
| 6M | +4.6% | +37.1% | -32.6% | -4.1% |
| YTD | +23.4% | -7.4% | +30.8% | +22.9% |
| 1Y | +19.0% | -19.6% | +38.6% | +22.4% |
| 3Y | +56.5% | +33.2% | +23.3% | +28.0% |
| All | +77.3% | +76.3% | +1.0% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling