+87.3%
MSFU vs DTE
+21.8%
+65.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -4.9% | +3.2% | -8.1% | -5.2% |
| 30D | -9.1% | +8.5% | -17.5% | -9.7% |
| 3M | +8.7% | +1.3% | +7.4% | +8.5% |
| 6M | +48.3% | -0.7% | +49.0% | +48.0% |
| YTD | -1.6% | +10.6% | -12.3% | -4.7% |
| 1Y | -13.6% | +2.6% | -16.2% | -14.7% |
| 3Y | +20.2% | +56.5% | -36.3% | +2.0% |
| All | +87.3% | +21.8% | +65.5% | +111.3% |
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