+105.5%
BAC vs MSFU
+72.2%
+33.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.2% |
| 7D | +1.2% | -3.2% | +4.3% | +1.5% |
| 30D | -0.7% | -3.1% | +2.4% | -0.4% |
| 3M | +16.9% | +35.3% | -18.3% | +11.5% |
| 6M | +29.6% | +31.6% | -2.0% | +23.0% |
| YTD | +15.3% | -9.5% | +24.8% | +15.0% |
| 1Y | +28.8% | -18.4% | +47.2% | +30.4% |
| 3Y | +136.4% | +26.9% | +109.5% | +111.5% |
| All | +105.5% | +72.2% | +33.2% | +66.9% |
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