-13.6%
MSFU vs DAR
+59.8%
-73.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | -4.9% | +9.2% | -14.1% | -5.1% |
| 30D | -9.1% | -12.3% | +3.2% | -9.2% |
| 3M | +8.7% | -12.7% | +21.4% | +8.1% |
| 6M | +48.3% | -12.8% | +61.0% | +44.0% |
| YTD | -1.6% | +53.8% | -55.4% | -1.5% |
| 1Y | -13.6% | +60.3% | -73.9% | -15.0% |
| All | -13.6% | +59.8% | -73.4% | -15.0% |
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