+76.3%
MSFU vs DBX
+61.5%
+14.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -2.8% |
| 7D | -5.7% | -2.4% | -3.3% | -4.3% |
| 30D | +4.2% | -0.5% | +4.7% | +4.4% |
| 3M | +27.9% | +28.1% | -0.1% | +10.6% |
| 6M | +37.1% | +33.1% | +4.0% | +14.9% |
| YTD | -7.4% | +25.3% | -32.7% | -19.6% |
| 1Y | -19.6% | +18.3% | -38.0% | -28.7% |
| 3Y | +33.2% | +25.0% | +8.2% | +5.4% |
| All | +76.3% | +61.5% | +14.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling