+76.3%
MSFU vs DOC
+0.1%
+76.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.8% |
| 7D | -5.7% | -1.5% | -4.2% | -5.4% |
| 30D | +4.2% | -4.8% | +8.9% | +5.1% |
| 3M | +27.9% | +6.9% | +21.0% | +25.4% |
| 6M | +37.1% | +20.7% | +16.4% | +29.8% |
| YTD | -7.4% | +34.1% | -41.5% | -15.0% |
| 1Y | -19.6% | +22.6% | -42.2% | -24.6% |
| 3Y | +33.2% | +20.8% | +12.4% | +27.6% |
| All | +76.3% | +0.1% | +76.2% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling