+50.3%
BP vs MSFU
+21.3%
+28.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.8% | -2.8% | +6.6% | +3.9% |
| 30D | -5.3% | -5.3% | 0.0% | -5.2% |
| 3M | +9.3% | +7.2% | +2.0% | +8.9% |
| 6M | +7.2% | +51.0% | -43.8% | +5.2% |
| YTD | +38.0% | -1.2% | +39.3% | +38.6% |
| 1Y | +33.2% | -10.3% | +43.5% | +34.8% |
| 3Y | +50.3% | +22.2% | +28.1% | +45.9% |
| All | +50.3% | +21.3% | +28.9% | +45.9% |
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