+76.3%
MSFU vs DKS
+43.9%
+32.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | -5.7% | +3.0% | -8.7% | -6.2% |
| 30D | +4.2% | -30.5% | +34.7% | +10.6% |
| 3M | +27.9% | -35.7% | +63.6% | +37.8% |
| 6M | +37.1% | -29.7% | +66.8% | +43.6% |
| YTD | -7.4% | -28.9% | +21.5% | -3.6% |
| 1Y | -19.6% | -35.9% | +16.3% | -14.6% |
| 3Y | +33.2% | +28.2% | +5.0% | +19.5% |
| All | +76.3% | +43.9% | +32.4% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling