+88.0%
MSFU vs DVA
+97.7%
-9.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -2.8% | -8.8% | +6.0% | -2.7% |
| 30D | -5.3% | -3.4% | -1.9% | -5.3% |
| 3M | +7.2% | -2.6% | +9.8% | +7.3% |
| 6M | +51.0% | -11.9% | +62.9% | +51.0% |
| YTD | -1.2% | +53.6% | -54.9% | -2.4% |
| 1Y | -10.3% | +41.9% | -52.2% | -10.8% |
| 3Y | +22.2% | +97.5% | -75.3% | +18.1% |
| All | +88.0% | +97.7% | -9.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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