+23.7%
MSFU vs BBY
+38.4%
-14.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -6.3% | +6.8% | -13.0% | -7.7% |
| 3M | +40.0% | +18.7% | +21.2% | +33.6% |
| 6M | +30.1% | +37.3% | -7.2% | +19.8% |
| YTD | -10.3% | +35.3% | -45.6% | -17.5% |
| 1Y | -19.0% | +20.7% | -39.7% | -23.7% |
| All | +23.7% | +38.4% | -14.7% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling