+106.4%
BAC vs MSFU
+76.3%
+30.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.5% |
| 7D | +1.1% | -5.7% | +6.8% | +1.8% |
| 30D | -0.4% | +4.2% | -4.6% | -1.0% |
| 3M | +16.9% | +27.9% | -11.0% | +12.5% |
| 6M | +26.6% | +37.1% | -10.5% | +19.5% |
| YTD | +15.8% | -7.4% | +23.2% | +15.2% |
| 1Y | +27.2% | -19.6% | +46.8% | +29.2% |
| 3Y | +132.4% | +33.2% | +99.2% | +106.3% |
| All | +106.4% | +76.3% | +30.1% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling