-13.6%
MSFU vs DG
+31.9%
-45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -4.9% | -2.5% | -2.5% | -4.1% |
| 30D | -9.1% | +7.7% | -16.8% | -11.7% |
| 3M | +8.7% | +13.1% | -4.4% | +3.6% |
| 6M | +48.3% | +32.0% | +16.2% | +34.8% |
| YTD | -1.6% | +3.3% | -4.9% | -5.3% |
| 1Y | -13.6% | +31.7% | -45.2% | -20.6% |
| All | -13.6% | +31.9% | -45.5% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling