+76.3%
MSFU vs BAH
-17.7%
+94.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.8% |
| 7D | -5.7% | -3.2% | -2.4% | -5.0% |
| 30D | +4.2% | +2.0% | +2.2% | +3.8% |
| 3M | +27.9% | -7.6% | +35.5% | +29.4% |
| 6M | +37.1% | -5.7% | +42.8% | +37.9% |
| YTD | -7.4% | -11.7% | +4.4% | -5.7% |
| 1Y | -19.6% | -27.4% | +7.8% | -15.6% |
| 3Y | +33.2% | -32.5% | +65.7% | +32.8% |
| All | +76.3% | -17.7% | +94.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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