+11.2%
BA vs MSFU
+93.3%
-82.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | -7.9% | -1.3% | -6.6% | -8.0% |
| 3M | -25.3% | +8.6% | -34.0% | -26.9% |
| 6M | -24.6% | +48.4% | -73.0% | -31.3% |
| YTD | -20.1% | +1.6% | -21.7% | -22.3% |
| 1Y | -11.8% | -5.8% | -6.0% | -12.7% |
| 3Y | -10.1% | +30.9% | -41.1% | -22.4% |
| All | +11.2% | +93.3% | -82.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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