+70.7%
MSFU vs DTE
+18.0%
+52.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.3% | -0.5% | -5.7% | -6.2% |
| 3M | +40.0% | -6.0% | +46.0% | +40.6% |
| 6M | +30.1% | -7.2% | +37.3% | +30.9% |
| YTD | -10.3% | +7.2% | -17.5% | -12.9% |
| 1Y | -19.0% | +4.1% | -23.1% | -20.7% |
| 3Y | +25.8% | +46.9% | -21.1% | +8.8% |
| All | +70.7% | +18.0% | +52.7% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling