-8.1%
MSFU vs DD
+33.0%
-41.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -4.5% |
| 7D | +4.0% | +2.2% | +1.8% | +3.5% |
| 30D | -2.3% | +20.7% | -23.0% | -4.4% |
| 3M | +7.1% | +11.3% | -4.2% | +5.8% |
| 6M | +48.9% | +6.0% | +42.9% | +47.0% |
| YTD | +2.4% | +31.7% | -29.3% | -3.5% |
| 1Y | -8.1% | +32.2% | -40.3% | -13.4% |
| All | -8.1% | +33.0% | -41.1% | -13.4% |
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 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