+71.2%
MSFU vs DKS
+37.7%
+33.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -6.9% | -4.7% | -2.2% | -6.0% |
| 30D | -5.1% | -35.1% | +29.9% | +2.2% |
| 3M | +44.6% | -37.7% | +82.4% | +56.7% |
| 6M | +32.8% | -30.7% | +63.6% | +39.2% |
| YTD | -10.1% | -31.9% | +21.9% | -5.6% |
| 1Y | -19.4% | -40.0% | +20.6% | -13.1% |
| 3Y | +26.2% | +28.4% | -2.2% | +13.2% |
| All | +71.2% | +37.7% | +33.5% | +38.8% |
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