+30.9%
MSFU vs D
+79.5%
-48.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.1% |
| 7D | +2.5% | +3.0% | -0.5% | +2.9% |
| 30D | -1.3% | +11.5% | -12.8% | +0.8% |
| 3M | +8.6% | +3.7% | +4.9% | +9.5% |
| 6M | +48.4% | +13.5% | +34.9% | +51.4% |
| YTD | +1.6% | +20.7% | -19.2% | +4.3% |
| 1Y | -5.8% | +18.2% | -24.0% | -3.3% |
| 3Y | +30.9% | +73.3% | -42.4% | +37.8% |
| All | +30.9% | +79.5% | -48.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling