+72.2%
MSFU vs BBWI
-43.1%
+115.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -3.2% | +1.6% | -4.7% | -3.5% |
| 30D | -3.1% | -6.2% | +3.1% | -2.2% |
| 3M | +35.3% | +4.3% | +30.9% | +33.8% |
| 6M | +31.6% | -7.2% | +38.8% | +31.7% |
| YTD | -9.5% | -3.0% | -6.5% | -10.4% |
| 1Y | -18.4% | -30.8% | +12.3% | -14.5% |
| 3Y | +26.9% | -43.4% | +70.3% | +32.8% |
| All | +72.2% | -43.1% | +115.4% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling