How to turn off monitor by turning off the computer?

Hello,
this might sound like a weird question, but I really have trouble with that. I had Dell Inspirion desktop with Dell monitor and I used GTX750i video card, windows 10. Anytime I turned off the computer, the monitor went black = standby.
I build a new computer - motherboard MSI 250M, intel i3 and the same video card and the same installation of Win10. And I'm using the SAME old dell monitor. Now when I turn the computer off, the monitor does not go into standby, but behaves like I pulled the video cable out of the card (using DVI port). "No signal" message is flashing on the screen. The problem is that the monitor has broken on/off switch, so the only way is to pull the power plug every time I'm turning the computer off. Any ideas where is the problem? Wrong setting somewhere?
Thanks a lot, John