+8.6%
BMY vs MSFU
+103.9%
-95.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | -1.4% | +14.6% | -16.0% | -1.5% |
| 30D | +5.1% | +2.1% | +3.0% | +5.1% |
| 3M | -3.0% | +14.7% | -17.7% | -3.1% |
| 6M | +13.1% | +55.7% | -42.6% | +12.3% |
| YTD | +20.3% | +7.1% | +13.2% | +19.4% |
| 1Y | +39.0% | -0.5% | +39.5% | +37.9% |
| 3Y | +42.0% | +35.7% | +6.2% | +37.3% |
| All | +8.6% | +103.9% | -95.3% | +3.2% |
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