+93.3%
MSFU vs DAR
-31.4%
+124.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | +2.5% | -9.9% | +12.4% | +4.1% |
| 30D | -1.3% | -16.4% | +15.1% | +1.3% |
| 3M | +8.6% | -17.1% | +25.7% | +11.2% |
| 6M | +48.4% | -20.5% | +68.9% | +52.6% |
| YTD | +1.6% | +39.4% | -37.9% | -5.1% |
| 1Y | -5.8% | +57.2% | -63.0% | -13.9% |
| 3Y | +30.9% | +13.9% | +17.1% | +21.5% |
| All | +93.3% | -31.4% | +124.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling