+70.7%
MSFU vs DD
+103.1%
-32.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.2% |
| 7D | -2.3% | -3.8% | +1.4% | -0.9% |
| 30D | -6.3% | -9.2% | +3.0% | -2.6% |
| 3M | +40.0% | -9.0% | +48.9% | +44.9% |
| 6M | +30.1% | -5.0% | +35.1% | +30.7% |
| YTD | -10.3% | +7.4% | -17.7% | -15.5% |
| 1Y | -19.0% | +35.1% | -54.1% | -32.5% |
| 3Y | +25.8% | +43.2% | -17.4% | -2.5% |
| All | +70.7% | +103.1% | -32.4% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling