-3.5%
MSFU vs BDX
+54.0%
-57.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.6% | +7.9% | +12.2% |
| 7D | +8.2% | +7.2% | +1.0% | +6.7% |
| 30D | +10.2% | +15.8% | -5.6% | +7.3% |
| 3M | +22.9% | +23.7% | -0.8% | +18.9% |
| 6M | +63.2% | +44.8% | +18.4% | +56.5% |
| YTD | +11.7% | +39.8% | -28.1% | +6.8% |
| 1Y | -3.5% | +52.3% | -55.8% | -8.7% |
| All | -3.5% | +54.0% | -57.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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