-5.3%
BAC vs MSFU
-9.0%
+3.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.2% | +2.5% | -3.6% | -1.3% |
| 30D | -7.7% | -1.3% | -6.4% | -7.6% |
| 3M | -21.2% | +8.6% | -29.8% | -21.4% |
| 6M | -6.8% | +48.4% | -55.2% | -8.5% |
| YTD | -8.7% | +1.6% | -10.3% | -12.9% |
| 1Y | -5.3% | -5.8% | +0.5% | -9.2% |
| All | -5.3% | -9.0% | +3.8% | -9.2% |
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