+88.0%
MSFU vs D
-0.1%
+88.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -5.3% | +7.7% | -13.0% | -5.3% |
| 3M | +7.2% | -0.3% | +7.5% | +7.3% |
| 6M | +51.0% | +10.1% | +40.9% | +50.3% |
| YTD | -1.2% | +19.1% | -20.3% | -2.5% |
| 1Y | -10.3% | +15.9% | -26.2% | -11.2% |
| 3Y | +22.2% | +75.0% | -52.8% | +9.7% |
| All | +88.0% | -0.1% | +88.1% | +148.6% |
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