+85.8%
MSFU vs D
+0.5%
+85.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.8% |
| 7D | -12.7% | -2.4% | -10.2% | -12.6% |
| 30D | -9.0% | +9.0% | -18.0% | -9.0% |
| 3M | +2.9% | +1.0% | +2.0% | +3.0% |
| 6M | +43.5% | +11.0% | +32.5% | +42.9% |
| YTD | -2.4% | +19.8% | -22.2% | -3.7% |
| 1Y | -13.5% | +16.0% | -29.5% | -14.3% |
| 3Y | +19.2% | +74.4% | -55.1% | +7.4% |
| All | +85.8% | +0.5% | +85.2% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling