-19.7%
MSFU vs BBY
+21.1%
-40.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -6.9% | +0.7% | -7.6% | -7.0% |
| 30D | -5.1% | +5.8% | -10.9% | -5.8% |
| 3M | +44.6% | +18.0% | +26.6% | +39.3% |
| 6M | +32.8% | +39.8% | -7.0% | +24.0% |
| YTD | -10.1% | +35.4% | -45.5% | -16.6% |
| All | -19.7% | +21.1% | -40.8% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling