+72.2%
MSFU vs DRI
+96.4%
-24.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -3.2% | -1.2% | -1.9% | -2.9% |
| 30D | -3.1% | -0.4% | -2.7% | -3.3% |
| 3M | +35.3% | +9.5% | +25.8% | +31.4% |
| 6M | +31.6% | +6.5% | +25.1% | +28.4% |
| YTD | -9.5% | +18.4% | -27.9% | -15.4% |
| 1Y | -18.4% | +4.2% | -22.6% | -20.3% |
| 3Y | +26.9% | +57.1% | -30.2% | +1.9% |
| All | +72.2% | +96.4% | -24.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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