+85.8%
MSFU vs BBWI
-34.6%
+120.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.8% |
| 7D | -12.7% | -7.7% | -4.9% | -11.3% |
| 30D | -9.0% | +24.8% | -33.8% | -12.7% |
| 3M | +2.9% | +16.2% | -13.3% | -0.4% |
| 6M | +43.5% | +15.8% | +27.7% | +38.3% |
| YTD | -2.4% | +11.4% | -13.9% | -6.1% |
| 1Y | -13.5% | +3.2% | -16.7% | -16.2% |
| 3Y | +19.2% | -23.5% | +42.7% | +17.5% |
| All | +85.8% | -34.6% | +120.4% | +94.9% |
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