+20.8%
MSFU vs DBX
+25.2%
-4.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.1% | -5.8% |
| 7D | -12.7% | -8.1% | -4.5% | -9.4% |
| 30D | -9.0% | -4.9% | -4.1% | -7.1% |
| 3M | +2.9% | -2.7% | +5.6% | +3.7% |
| 6M | +43.5% | +25.2% | +18.4% | +27.6% |
| YTD | -2.4% | +19.3% | -21.7% | -12.2% |
| 1Y | -13.5% | +6.6% | -20.1% | -18.5% |
| All | +20.8% | +25.2% | -4.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling