+70.7%
MSFU vs DG
-44.2%
+114.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -2.3% | -4.8% | +2.5% | -2.1% |
| 30D | -6.3% | +1.8% | -8.0% | -6.4% |
| 3M | +40.0% | +14.5% | +25.5% | +39.2% |
| 6M | +30.1% | -13.6% | +43.6% | +29.5% |
| YTD | -10.3% | -4.8% | -5.5% | -10.6% |
| 1Y | -19.0% | +21.6% | -40.6% | -19.0% |
| 3Y | +25.8% | +4.5% | +21.3% | +28.6% |
| All | +70.7% | -44.2% | +114.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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