-19.0%
MSFU vs DD
+33.7%
-52.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -2.3% | -3.8% | +1.4% | -1.9% |
| 30D | -6.3% | -9.2% | +3.0% | -5.2% |
| 3M | +40.0% | -9.0% | +48.9% | +41.3% |
| 6M | +30.1% | -5.0% | +35.1% | +29.5% |
| YTD | -10.3% | +7.4% | -17.7% | -13.0% |
| 1Y | -19.0% | +35.1% | -54.1% | -25.5% |
| All | -19.0% | +33.7% | -52.7% | -25.5% |
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