+72.2%
MSFU vs DBX
+56.7%
+15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.7% |
| 7D | -3.2% | -1.3% | -1.8% | -2.4% |
| 30D | -3.1% | -2.9% | -0.3% | -1.6% |
| 3M | +35.3% | +23.8% | +11.4% | +19.2% |
| 6M | +31.6% | +26.2% | +5.4% | +13.6% |
| YTD | -9.5% | +21.6% | -31.1% | -20.1% |
| 1Y | -18.4% | +11.4% | -29.9% | -25.1% |
| 3Y | +26.9% | +21.3% | +5.7% | +2.2% |
| All | +72.2% | +56.7% | +15.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling