+9.8%
BMY vs MSFU
+95.0%
-85.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.1% |
| 7D | +1.8% | +4.0% | -2.3% | +1.7% |
| 30D | +6.2% | -2.3% | +8.5% | +6.2% |
| 3M | -2.1% | +7.1% | -9.2% | -2.2% |
| 6M | +14.3% | +48.9% | -34.6% | +13.5% |
| YTD | +21.6% | +2.4% | +19.2% | +20.7% |
| 1Y | +38.8% | -8.1% | +46.9% | +37.8% |
| 3Y | +42.9% | +25.2% | +17.8% | +38.5% |
| All | +9.8% | +95.0% | -85.3% | +4.4% |
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