+88.0%
MSFU vs DTE
+22.2%
+65.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | +3.4% | -6.2% | -3.1% |
| 30D | -5.3% | +8.9% | -14.2% | -6.0% |
| 3M | +7.2% | +1.1% | +6.2% | +7.1% |
| 6M | +51.0% | +0.1% | +50.9% | +50.5% |
| YTD | -1.2% | +11.1% | -12.3% | -4.4% |
| 1Y | -10.3% | +4.9% | -15.3% | -11.9% |
| 3Y | +22.2% | +58.6% | -36.3% | +3.1% |
| All | +88.0% | +22.2% | +65.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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