+72.2%
MSFU vs DGX
+102.4%
-30.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -3.1% | -1.2% | -1.9% | -3.0% |
| 3M | +35.3% | +19.9% | +15.4% | +32.4% |
| 6M | +31.6% | +19.2% | +12.4% | +29.0% |
| YTD | -9.5% | +37.5% | -47.0% | -13.8% |
| 1Y | -18.4% | +31.3% | -49.7% | -21.8% |
| 3Y | +26.9% | +96.6% | -69.7% | +2.6% |
| All | +72.2% | +102.4% | -30.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling