+76.3%
MSFU vs D
-3.7%
+80.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -4.2% |
| 7D | -5.7% | +0.4% | -6.1% | -5.7% |
| 30D | +4.2% | -3.6% | +7.7% | +4.2% |
| 3M | +27.9% | -1.0% | +28.9% | +27.7% |
| 6M | +37.1% | +6.3% | +30.8% | +36.3% |
| YTD | -7.4% | +14.7% | -22.1% | -8.6% |
| 1Y | -19.6% | +16.9% | -36.5% | -20.9% |
| 3Y | +33.2% | +56.8% | -23.6% | +22.7% |
| All | +76.3% | -3.7% | +80.1% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling