+95.0%
MSFU vs DD
+149.1%
-54.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -4.8% |
| 7D | +4.0% | +2.2% | +1.8% | +3.1% |
| 30D | -2.3% | +20.7% | -23.0% | -9.5% |
| 3M | +7.1% | +11.3% | -4.2% | +2.3% |
| 6M | +48.9% | +6.0% | +42.9% | +44.5% |
| YTD | +2.4% | +31.7% | -29.3% | -11.3% |
| 1Y | -8.1% | +32.2% | -40.3% | -20.7% |
| 3Y | +25.2% | +92.7% | -67.5% | -15.2% |
| All | +95.0% | +149.1% | -54.1% | +3.6% |
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