-54.0%
BAX vs MSFU
+72.2%
-126.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.5% |
| 7D | -2.4% | -3.2% | +0.7% | -2.1% |
| 30D | -9.7% | -3.1% | -6.6% | -9.5% |
| 3M | +29.3% | +35.3% | -6.0% | +24.2% |
| 6M | +40.7% | +31.6% | +9.1% | +34.4% |
| YTD | +30.3% | -9.5% | +39.8% | +28.3% |
| 1Y | +3.4% | -18.4% | +21.8% | +3.1% |
| 3Y | -32.0% | +26.9% | -59.0% | -40.1% |
| All | -54.0% | +72.2% | -126.3% | -62.5% |
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