+73.2%
MSFU vs DLTR
-14.7%
+87.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -1.8% | -10.1% | +8.3% | -0.1% |
| 30D | +0.5% | -8.1% | +8.6% | +1.8% |
| 3M | +51.9% | +2.9% | +49.0% | +51.2% |
| 6M | +35.0% | +4.3% | +30.6% | +33.2% |
| YTD | -9.0% | -3.9% | -5.1% | -9.4% |
| 1Y | -18.8% | +18.9% | -37.7% | -21.8% |
| 3Y | +25.5% | +1.9% | +23.6% | +21.4% |
| All | +73.2% | -14.7% | +87.8% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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