+11.1%
DT vs MSFU
+95.0%
-83.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.3% | +0.3% |
| 7D | -7.5% | +4.0% | -11.6% | -9.1% |
| 30D | -31.5% | -2.3% | -29.2% | -31.4% |
| 3M | -14.0% | +7.1% | -21.1% | -16.8% |
| 6M | +6.9% | +48.9% | -42.0% | -10.2% |
| YTD | +0.3% | +2.4% | -2.1% | -5.0% |
| 1Y | -6.9% | -8.1% | +1.2% | -8.8% |
| 3Y | -13.9% | +25.2% | -39.1% | -30.9% |
| All | +11.1% | +95.0% | -83.9% | -29.9% |
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 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