-3.4%
BAC vs MSFU
-1.7%
-1.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +2.0% |
| 7D | +2.0% | +14.6% | -12.6% | +1.3% |
| 30D | -6.9% | +2.1% | -9.1% | -7.1% |
| 3M | -19.6% | +14.7% | -34.2% | -20.1% |
| 6M | -0.5% | +55.7% | -56.1% | -2.5% |
| YTD | -6.6% | +7.1% | -13.7% | -11.3% |
| All | -3.4% | -1.7% | -1.7% | -7.6% |
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