-18.3%
MSFU vs DG
+21.0%
-39.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | -3.1% | +1.0% | -4.1% | -3.6% |
| 3M | +35.3% | +20.3% | +15.0% | +28.1% |
| 6M | +31.6% | -11.7% | +43.3% | +31.1% |
| YTD | -9.5% | -2.3% | -7.2% | -10.6% |
| All | -18.3% | +21.0% | -39.3% | -22.5% |
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