+3.9%
BSX vs MSFU
+71.2%
-67.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -8.2% | -6.9% | -1.3% | -7.4% |
| 30D | -15.8% | -5.1% | -10.7% | -15.4% |
| 3M | -10.8% | +44.6% | -55.5% | -15.4% |
| 6M | -38.4% | +32.8% | -71.2% | -41.4% |
| YTD | -54.8% | -10.1% | -44.7% | -54.7% |
| 1Y | -59.0% | -19.4% | -39.7% | -58.4% |
| 3Y | -20.0% | +26.2% | -46.2% | -27.3% |
| All | +3.9% | +71.2% | -67.3% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling