+97.0%
MSFU vs DOC
-1.4%
+98.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.1% | -7.3% |
| 7D | +1.0% | +6.2% | -5.2% | -0.1% |
| 30D | +0.6% | +6.5% | -5.9% | -0.7% |
| 3M | +16.4% | -6.2% | +22.6% | +17.8% |
| 6M | +53.0% | +25.6% | +27.4% | +43.2% |
| YTD | +3.5% | +32.1% | -28.6% | -4.7% |
| 1Y | -7.8% | +20.3% | -28.1% | -12.9% |
| 3Y | +35.6% | +42.7% | -7.2% | +17.6% |
| All | +97.0% | -1.4% | +98.4% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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