-34.6%
DOW vs MSFU
+29.4%
-63.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.6% |
| 7D | -2.9% | -3.2% | +0.2% | -2.7% |
| 30D | +2.0% | -3.1% | +5.1% | +2.2% |
| 3M | -12.5% | +35.3% | -47.8% | -15.1% |
| 6M | -9.2% | +31.6% | -40.8% | -12.1% |
| YTD | +30.8% | -9.5% | +40.3% | +33.1% |
| 1Y | +29.4% | -18.4% | +47.8% | +34.1% |
| 3Y | -34.6% | +26.9% | -61.5% | -40.1% |
| All | -34.6% | +29.4% | -63.9% | -40.1% |
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