+27.3%
DUK vs MSFU
+76.3%
-49.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -1.0% |
| 7D | 0.0% | -5.7% | +5.7% | -0.1% |
| 30D | -1.7% | +4.2% | -5.8% | -1.6% |
| 3M | -0.4% | +27.9% | -28.4% | 0.0% |
| 6M | -7.2% | +37.1% | -44.4% | -6.8% |
| YTD | +5.3% | -7.4% | +12.6% | +6.2% |
| 1Y | +3.0% | -19.6% | +22.6% | +4.1% |
| 3Y | +53.1% | +33.2% | +19.9% | +47.4% |
| All | +27.3% | +76.3% | -49.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling