+32.4%
MSFU vs DD
+46.1%
-13.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | -5.7% | -3.5% | -2.2% | -4.6% |
| 30D | +4.2% | -10.3% | +14.5% | +7.9% |
| 3M | +27.9% | -7.5% | +35.4% | +31.0% |
| 6M | +37.1% | -8.0% | +45.1% | +39.5% |
| YTD | -7.4% | +10.5% | -17.8% | -12.8% |
| 1Y | -19.6% | +38.3% | -57.9% | -31.8% |
| All | +32.4% | +46.1% | -13.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling