+88.0%
MSFU vs DLTR
-0.3%
+88.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.8% |
| 7D | -2.8% | +5.3% | -8.1% | -3.7% |
| 30D | -5.3% | +13.4% | -18.7% | -7.3% |
| 3M | +7.2% | +6.6% | +0.6% | +5.9% |
| 6M | +51.0% | +59.1% | -8.1% | +40.1% |
| YTD | -1.2% | +12.3% | -13.5% | -4.3% |
| 1Y | -10.3% | +33.9% | -44.2% | -15.4% |
| 3Y | +22.2% | +23.0% | -0.8% | +13.9% |
| All | +88.0% | -0.3% | +88.3% | +75.2% |
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