+72.2%
MSFU vs BB
+41.3%
+30.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -3.1% | -12.4% | +9.2% | -0.4% |
| 3M | +35.3% | -15.3% | +50.6% | +37.7% |
| 6M | +31.6% | +128.8% | -97.2% | +3.1% |
| YTD | -9.5% | +107.7% | -117.2% | -27.2% |
| 1Y | -18.4% | +103.9% | -122.3% | -34.7% |
| 3Y | +26.9% | +72.6% | -45.7% | -0.1% |
| All | +72.2% | +41.3% | +30.9% | +54.0% |
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