-14.4%
DVN vs MSFU
+70.7%
-85.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | +8.0% | -6.3% | +14.2% | +8.6% |
| 3M | +11.9% | +40.0% | -28.0% | +7.3% |
| 6M | +10.6% | +30.1% | -19.5% | +6.5% |
| YTD | +35.4% | -10.3% | +45.7% | +37.2% |
| 1Y | +46.5% | -19.0% | +65.5% | +50.6% |
| 3Y | +3.0% | +25.8% | -22.8% | -9.8% |
| All | -14.4% | +70.7% | -85.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling