-19.4%
MSFU vs DBX
+12.7%
-32.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | -6.9% | -1.8% | -5.1% | -6.1% |
| 30D | -5.1% | +2.8% | -8.0% | -6.4% |
| 3M | +44.6% | +26.8% | +17.9% | +25.5% |
| 6M | +32.8% | +32.8% | 0.0% | +10.8% |
| YTD | -10.1% | +26.1% | -36.1% | -24.4% |
| 1Y | -19.4% | +14.1% | -33.5% | -31.1% |
| All | -19.4% | +12.7% | -32.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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