+95.0%
MSFU vs BB
+64.1%
+30.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.1% |
| 7D | +4.0% | +11.6% | -7.6% | +1.6% |
| 30D | -2.3% | +2.6% | -4.9% | -3.1% |
| 3M | +7.1% | +3.5% | +3.6% | +5.4% |
| 6M | +48.9% | +43.5% | +5.4% | +32.0% |
| YTD | +2.4% | +141.2% | -138.7% | -20.9% |
| 1Y | -8.1% | +97.4% | -105.5% | -25.9% |
| 3Y | +25.2% | +151.1% | -125.9% | -10.2% |
| All | +95.0% | +64.1% | +30.9% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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