+41.7%
BMY vs MSFU
-20.3%
+62.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -6.4% | -6.9% | +0.6% | -6.3% |
| 30D | +0.2% | -5.1% | +5.3% | +0.2% |
| 3M | +16.0% | +44.6% | -28.7% | +15.3% |
| 6M | +8.3% | +32.8% | -24.5% | +7.0% |
| YTD | +22.2% | -10.1% | +32.2% | +17.5% |
| 1Y | +41.7% | -19.4% | +61.1% | +27.4% |
| All | +41.7% | -20.3% | +62.0% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling