-3.5%
MSFU vs DKS
-29.5%
+26.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +7.7% | +5.8% | +13.4% |
| 7D | +8.2% | +8.4% | -0.3% | +8.1% |
| 30D | +10.2% | +7.7% | +2.5% | +10.1% |
| 3M | +22.9% | -25.8% | +48.6% | +20.6% |
| 6M | +63.2% | -31.0% | +94.2% | +59.8% |
| YTD | +11.7% | -23.8% | +35.5% | +10.9% |
| 1Y | -3.5% | -29.8% | +26.3% | -6.9% |
| All | -3.5% | -29.5% | +26.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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