-3.5%
MSFU vs DAR
+63.3%
-66.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -2.5% | +15.9% | +13.5% |
| 7D | +8.2% | -5.7% | +13.9% | +8.3% |
| 30D | +10.2% | -16.6% | +26.8% | +10.5% |
| 3M | +22.9% | -13.1% | +35.9% | +22.0% |
| 6M | +63.2% | -18.8% | +82.0% | +59.3% |
| YTD | +11.7% | +45.3% | -33.6% | +8.5% |
| 1Y | -3.5% | +60.6% | -64.1% | -10.9% |
| All | -3.5% | +63.3% | -66.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling