-24.8%
DOW vs MSFU
+70.7%
-95.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -5.8% |
| 30D | -2.7% | -6.3% | +3.5% | -2.1% |
| 3M | -10.5% | +40.0% | -50.4% | -14.6% |
| 6M | -12.4% | +30.1% | -42.5% | -16.3% |
| YTD | +30.0% | -10.3% | +40.4% | +31.4% |
| 1Y | +27.8% | -19.0% | +46.8% | +31.4% |
| 3Y | -34.9% | +25.8% | -60.7% | -42.5% |
| All | -24.8% | +70.7% | -95.5% | -39.0% |
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