-1.5%
BAC vs MSFU
-2.2%
+0.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.5% | -9.5% | +3.3% |
| 7D | +1.5% | +8.2% | -6.6% | +1.0% |
| 30D | -4.4% | +10.2% | -14.6% | -4.9% |
| 3M | -17.5% | +22.9% | -40.4% | -18.3% |
| 6M | -0.1% | +63.2% | -63.2% | -2.3% |
| YTD | -4.6% | +11.7% | -16.3% | -9.5% |
| 1Y | -1.5% | -3.5% | +2.0% | -5.6% |
| All | -1.5% | -2.2% | +0.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling