+44.2%
BP vs MSFU
+32.6%
+11.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -11.6% | +2.5% | -14.1% | -11.7% |
| 30D | 0.0% | -1.3% | +1.3% | +0.1% |
| 3M | +6.7% | +8.6% | -1.9% | +6.4% |
| 6M | +2.2% | +48.4% | -46.2% | +0.4% |
| YTD | +33.0% | +1.6% | +31.4% | +33.4% |
| 1Y | +30.7% | -5.8% | +36.5% | +31.9% |
| 3Y | +44.2% | +30.9% | +13.3% | +41.3% |
| All | +44.2% | +32.6% | +11.6% | +41.3% |
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