-13.5%
MSFU vs D
+16.5%
-29.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.9% |
| 7D | -12.7% | -2.4% | -10.2% | -13.5% |
| 30D | -9.0% | +9.0% | -18.0% | -4.9% |
| 3M | +2.9% | +1.0% | +2.0% | +3.2% |
| 6M | +43.5% | +11.0% | +32.5% | +48.9% |
| YTD | -2.4% | +19.8% | -22.2% | +3.7% |
| 1Y | -13.5% | +16.0% | -29.5% | -6.6% |
| All | -13.5% | +16.5% | -29.9% | -6.6% |
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 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