-3.5%
MSFU vs BBWI
+2.4%
-5.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.1% | +9.4% | +12.9% |
| 7D | +8.2% | +8.8% | -0.6% | +7.0% |
| 30D | +10.2% | +34.8% | -24.6% | +5.8% |
| 3M | +22.9% | +12.9% | +10.0% | +20.4% |
| 6M | +63.2% | +29.6% | +33.6% | +57.1% |
| YTD | +11.7% | +20.8% | -9.0% | +8.5% |
| 1Y | -3.5% | +4.1% | -7.6% | -5.2% |
| All | -3.5% | +2.4% | -5.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling