-8.1%
DT vs MSFU
+32.6%
-40.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -24.7% | +2.5% | -27.2% | -25.6% |
| 30D | -27.4% | -1.3% | -26.1% | -27.4% |
| 3M | -11.1% | +8.6% | -19.8% | -13.8% |
| 6M | +13.7% | +48.4% | -34.7% | -1.8% |
| YTD | +0.2% | +1.6% | -1.3% | -4.5% |
| 1Y | -5.7% | -5.8% | +0.1% | -8.6% |
| 3Y | -8.1% | +30.9% | -39.1% | -24.1% |
| All | -8.1% | +32.6% | -40.7% | -24.1% |
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