+71.2%
MSFU vs DGX
+98.7%
-27.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -6.9% | -3.5% | -3.5% | -6.6% |
| 30D | -5.1% | -2.7% | -2.4% | -4.9% |
| 3M | +44.6% | +13.9% | +30.8% | +42.5% |
| 6M | +32.8% | +16.0% | +16.8% | +30.5% |
| YTD | -10.1% | +34.9% | -45.0% | -14.2% |
| 1Y | -19.4% | +30.6% | -49.9% | -22.8% |
| 3Y | +26.2% | +93.0% | -66.8% | +2.2% |
| All | +71.2% | +98.7% | -27.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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