+85.8%
MSFU vs DKS
+56.1%
+29.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | -12.7% | +1.3% | -14.0% | -12.9% |
| 30D | -9.0% | +8.9% | -17.9% | -10.6% |
| 3M | +2.9% | -26.4% | +29.3% | +7.9% |
| 6M | +43.5% | -31.1% | +74.6% | +51.8% |
| YTD | -2.4% | -22.8% | +20.4% | -0.3% |
| 1Y | -13.5% | -29.5% | +16.0% | -9.9% |
| 3Y | +19.2% | +42.8% | -23.6% | +4.7% |
| All | +85.8% | +56.1% | +29.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling