+23.7%
MSFU vs DLTR
+1.6%
+22.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | -2.3% | -10.2% | +7.9% | -1.0% |
| 30D | -6.3% | -8.5% | +2.2% | -5.3% |
| 3M | +40.0% | +5.6% | +34.4% | +39.1% |
| 6M | +30.1% | +2.2% | +27.9% | +28.8% |
| YTD | -10.3% | -3.8% | -6.6% | -10.9% |
| 1Y | -19.0% | +22.9% | -42.0% | -21.4% |
| All | +23.7% | +1.6% | +22.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling