+73.2%
MSFU vs BBY
+55.0%
+18.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | +0.3% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +0.5% | +9.4% | -8.9% | -2.2% |
| 3M | +51.9% | +19.3% | +32.5% | +43.1% |
| 6M | +35.0% | +47.9% | -13.0% | +18.6% |
| YTD | -9.0% | +39.6% | -48.6% | -19.1% |
| 1Y | -18.8% | +22.2% | -41.0% | -25.0% |
| 3Y | +25.5% | +45.0% | -19.5% | +1.5% |
| All | +73.2% | +55.0% | +18.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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