+11.9%
BMY vs MSFU
+72.2%
-60.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.2% |
| 7D | -3.3% | -3.2% | -0.2% | -3.3% |
| 30D | 0.0% | -3.1% | +3.1% | 0.0% |
| 3M | +17.7% | +35.3% | -17.5% | +17.2% |
| 6M | +9.6% | +31.6% | -22.0% | +9.0% |
| YTD | +24.0% | -9.5% | +33.5% | +23.2% |
| 1Y | +45.1% | -18.4% | +63.5% | +44.0% |
| 3Y | +22.5% | +26.9% | -4.4% | +18.0% |
| All | +11.9% | +72.2% | -60.3% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling