-3.5%
MSFU vs D
+23.9%
-27.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.4% | +9.0% | +15.3% |
| 7D | +8.2% | +8.5% | -0.3% | +12.4% |
| 30D | +10.2% | +14.3% | -4.1% | +17.8% |
| 3M | +22.9% | +1.8% | +21.1% | +23.4% |
| 6M | +63.2% | +13.0% | +50.2% | +70.9% |
| YTD | +11.7% | +22.7% | -11.0% | +21.2% |
| 1Y | -3.5% | +22.6% | -26.1% | +4.4% |
| All | -3.5% | +23.9% | -27.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling