+7.3%
DT vs MSFU
+31.7%
-24.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.4% |
| 7D | -3.3% | -5.7% | +2.4% | -1.6% |
| 30D | +2.0% | +4.2% | -2.1% | +0.7% |
| 3M | +20.0% | +27.9% | -7.9% | +9.5% |
| 6M | +39.3% | +37.1% | +2.2% | +23.3% |
| YTD | +19.8% | -7.4% | +27.1% | +18.0% |
| 1Y | +4.3% | -19.6% | +23.9% | +6.1% |
| All | +7.3% | +31.7% | -24.4% | -12.3% |
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