-16.5%
BSX vs MSFU
+29.4%
-45.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.7% |
| 7D | -6.4% | -3.2% | -3.3% | -6.2% |
| 30D | -8.8% | -3.1% | -5.6% | -8.6% |
| 3M | -7.6% | +35.3% | -42.9% | -11.2% |
| 6M | -37.0% | +31.6% | -68.5% | -39.6% |
| YTD | -52.8% | -9.5% | -43.3% | -52.6% |
| 1Y | -58.4% | -18.4% | -40.0% | -57.7% |
| 3Y | -16.5% | +26.9% | -43.4% | -22.4% |
| All | -16.5% | +29.4% | -45.9% | -22.4% |
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