+103.9%
MSFU vs D
+0.8%
+103.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.5% |
| 7D | +14.6% | +0.8% | +13.8% | +14.5% |
| 30D | +2.1% | +10.7% | -8.6% | +2.1% |
| 3M | +14.7% | +2.3% | +12.4% | +14.7% |
| 6M | +55.7% | +12.5% | +43.2% | +54.9% |
| YTD | +7.1% | +20.1% | -13.0% | +5.8% |
| 1Y | -0.5% | +15.6% | -16.1% | -1.3% |
| 3Y | +35.7% | +75.2% | -39.4% | +22.2% |
| All | +103.9% | +0.8% | +103.1% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling