+97.0%
MSFU vs D
+2.9%
+94.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | +1.0% | +6.9% | -5.9% | +1.0% |
| 30D | +0.6% | +12.3% | -11.7% | +0.6% |
| 3M | +16.4% | +3.0% | +13.3% | +16.4% |
| 6M | +53.0% | +12.8% | +40.2% | +52.3% |
| YTD | +3.5% | +22.6% | -19.1% | +2.2% |
| 1Y | -7.8% | +21.7% | -29.5% | -9.0% |
| 3Y | +35.6% | +83.9% | -48.4% | +20.8% |
| All | +97.0% | +2.9% | +94.1% | +160.4% |
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