+76.3%
MSFU vs BBWI
-41.3%
+117.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.0% | -4.7% |
| 7D | -5.7% | +1.5% | -7.2% | -6.0% |
| 30D | +4.2% | -5.2% | +9.4% | +4.9% |
| 3M | +27.9% | +11.1% | +16.8% | +25.1% |
| 6M | +37.1% | -13.4% | +50.5% | +39.1% |
| YTD | -7.4% | +0.1% | -7.5% | -8.8% |
| 1Y | -19.6% | -36.1% | +16.5% | -14.3% |
| 3Y | +33.2% | -44.1% | +77.3% | +39.8% |
| All | +76.3% | -41.3% | +117.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling