+32.4%
MSFU vs DAR
+13.3%
+19.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | -5.7% | +1.4% | -7.0% | -5.9% |
| 30D | +4.2% | +12.8% | -8.6% | +2.6% |
| 3M | +27.9% | +7.4% | +20.5% | +26.5% |
| 6M | +37.1% | +22.3% | +14.9% | +33.6% |
| YTD | -7.4% | +81.1% | -88.5% | -13.8% |
| 1Y | -19.6% | +106.5% | -126.1% | -26.6% |
| All | +32.4% | +13.3% | +19.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling