+76.3%
MSFU vs BBY
+54.1%
+22.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.2% | -7.3% | -5.0% |
| 7D | -5.7% | +9.5% | -15.2% | -8.1% |
| 30D | +4.2% | +6.8% | -2.7% | +1.9% |
| 3M | +27.9% | +28.9% | -0.9% | +17.6% |
| 6M | +37.1% | +37.8% | -0.7% | +23.1% |
| YTD | -7.4% | +38.7% | -46.1% | -17.4% |
| 1Y | -19.6% | +23.7% | -43.3% | -26.0% |
| 3Y | +33.2% | +39.1% | -5.9% | +9.9% |
| All | +76.3% | +54.1% | +22.3% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling