+50.5%
DRAM vs MSFU
+95.2%
-44.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.9% | +6.1% |
| 7D | -9.8% | +14.6% | -24.4% | -9.7% |
| 30D | -26.9% | +2.1% | -29.1% | -26.7% |
| 3M | -17.4% | +14.7% | -32.1% | -16.8% |
| 6M | -20.9% | +55.7% | -76.5% | -14.5% |
| All | +50.5% | +95.2% | -44.7% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling