-19.6%
MSFU vs DD
+41.5%
-61.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | -5.7% | -3.5% | -2.2% | -5.3% |
| 30D | +4.2% | -10.3% | +14.5% | +5.4% |
| 3M | +27.9% | -7.5% | +35.4% | +28.9% |
| 6M | +37.1% | -8.0% | +45.1% | +37.7% |
| YTD | -7.4% | +10.5% | -17.8% | -10.2% |
| 1Y | -19.6% | +38.3% | -57.9% | -25.0% |
| All | -19.6% | +41.5% | -61.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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