+76.3%
MSFU vs DD
+108.9%
-32.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | -5.7% | -3.5% | -2.2% | -4.3% |
| 30D | +4.2% | -10.3% | +14.5% | +8.8% |
| 3M | +27.9% | -7.5% | +35.4% | +31.7% |
| 6M | +37.1% | -8.0% | +45.1% | +40.0% |
| YTD | -7.4% | +10.5% | -17.8% | -13.7% |
| 1Y | -19.6% | +38.3% | -57.9% | -33.6% |
| 3Y | +33.2% | +42.5% | -9.3% | +4.2% |
| All | +76.3% | +108.9% | -32.6% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling