+93.3%
MSFU vs D
+1.3%
+92.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +2.5% | +3.0% | -0.5% | +2.4% |
| 30D | -1.3% | +11.5% | -12.8% | -1.3% |
| 3M | +8.6% | +3.7% | +4.9% | +8.7% |
| 6M | +48.4% | +13.5% | +34.9% | +47.6% |
| YTD | +1.6% | +20.7% | -19.2% | +0.3% |
| 1Y | -5.8% | +18.2% | -24.0% | -6.7% |
| 3Y | +30.9% | +73.3% | -42.4% | +18.5% |
| All | +93.3% | +1.3% | +92.0% | +155.6% |
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