+72.2%
MSFU vs DKS
+36.9%
+35.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.4% |
| 7D | -3.2% | -0.4% | -2.7% | -3.1% |
| 30D | -3.1% | -36.6% | +33.5% | +4.9% |
| 3M | +35.3% | -37.6% | +72.9% | +46.4% |
| 6M | +31.6% | -32.1% | +63.7% | +38.6% |
| YTD | -9.5% | -32.3% | +22.8% | -4.9% |
| 1Y | -18.4% | -39.5% | +21.1% | -12.3% |
| 3Y | +26.9% | +27.7% | -0.7% | +14.0% |
| All | +72.2% | +36.9% | +35.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling