-20.9%
BAX vs MSFU
+32.6%
-53.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +12.1% | +2.5% | +9.7% | +11.8% |
| 30D | +7.6% | -1.3% | +8.9% | +7.6% |
| 3M | -4.5% | +8.6% | -13.1% | -5.3% |
| 6M | +52.0% | +48.4% | +3.6% | +45.4% |
| YTD | +35.1% | +1.6% | +33.6% | +30.3% |
| 1Y | +43.7% | -5.8% | +49.5% | +39.1% |
| 3Y | -20.9% | +30.9% | -51.9% | -26.1% |
| All | -20.9% | +32.6% | -53.6% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling