+93.3%
MSFU vs BBWI
-35.7%
+129.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | +2.5% | -6.2% | +8.7% | +3.7% |
| 30D | -1.3% | +19.9% | -21.2% | -4.6% |
| 3M | +8.6% | +7.1% | +1.5% | +6.7% |
| 6M | +48.4% | +13.7% | +34.7% | +43.4% |
| YTD | +1.6% | +9.6% | -8.0% | -2.0% |
| 1Y | -5.8% | -1.6% | -4.1% | -7.9% |
| 3Y | +30.9% | -25.9% | +56.8% | +29.8% |
| All | +93.3% | -35.7% | +129.1% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling