+29.2%
DT vs MSFU
+70.7%
-41.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -0.5% | -2.3% | +1.8% | +0.3% |
| 30D | +0.1% | -6.3% | +6.3% | +2.2% |
| 3M | +24.1% | +40.0% | -15.8% | +7.5% |
| 6M | +30.1% | +30.1% | 0.0% | +14.9% |
| YTD | +16.8% | -10.3% | +27.1% | +16.7% |
| 1Y | -0.1% | -19.0% | +18.9% | +2.5% |
| 3Y | +6.8% | +25.8% | -19.0% | -15.7% |
| All | +29.2% | +70.7% | -41.5% | -13.9% |
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