-29.9%
BAX vs MSFU
+31.7%
-61.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.4% |
| 7D | -1.1% | -5.7% | +4.5% | -0.7% |
| 30D | -5.5% | +4.2% | -9.6% | -5.8% |
| 3M | +33.5% | +27.9% | +5.6% | +29.6% |
| 6M | +35.9% | +37.1% | -1.3% | +30.6% |
| YTD | +35.4% | -7.4% | +42.7% | +31.8% |
| 1Y | +9.8% | -19.6% | +29.4% | +8.0% |
| All | -29.9% | +31.7% | -61.7% | -34.0% |
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