+22.2%
MSFU vs DAR
+33.7%
-11.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.3% |
| 7D | -2.8% | +11.6% | -14.3% | -3.8% |
| 30D | -5.3% | -10.2% | +4.9% | -4.4% |
| 3M | +7.2% | -14.8% | +22.1% | +8.6% |
| 6M | +51.0% | -10.1% | +61.1% | +51.6% |
| YTD | -1.2% | +55.5% | -56.8% | -6.5% |
| 1Y | -10.3% | +61.7% | -72.0% | -15.5% |
| 3Y | +22.2% | +37.2% | -14.9% | +14.6% |
| All | +22.2% | +33.7% | -11.5% | +14.6% |
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