+93.3%
MSFU vs DG
-39.8%
+133.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | -1.3% | +9.5% | -10.8% | -1.9% |
| 3M | +8.6% | +5.5% | +3.2% | +8.2% |
| 6M | +48.4% | +16.1% | +32.3% | +47.0% |
| YTD | +1.6% | +2.7% | -1.1% | +0.7% |
| 1Y | -5.8% | +42.1% | -47.9% | -6.1% |
| 3Y | +30.9% | +19.3% | +11.7% | +31.0% |
| All | +93.3% | -39.8% | +133.1% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling