-18.0%
DVN vs MSFU
+88.0%
-106.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +10.4% | -2.8% | +13.1% | +10.5% |
| 30D | -6.7% | -5.3% | -1.4% | -6.5% |
| 3M | +5.6% | +7.2% | -1.6% | +4.4% |
| 6M | +0.7% | +51.0% | -50.3% | -4.6% |
| YTD | +29.6% | -1.2% | +30.8% | +29.6% |
| 1Y | +36.3% | -10.3% | +46.6% | +38.6% |
| 3Y | +13.2% | +22.2% | -9.1% | +0.8% |
| All | -18.0% | +88.0% | -106.0% | -33.3% |
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 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