+71.2%
MSFU vs BDX
-4.0%
+75.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -6.9% | -5.4% | -1.5% | -6.2% |
| 30D | -5.1% | -2.2% | -2.9% | -4.8% |
| 3M | +44.6% | +20.1% | +24.6% | +40.9% |
| 6M | +32.8% | +9.1% | +23.8% | +30.8% |
| YTD | -10.1% | +17.9% | -27.9% | -12.6% |
| 1Y | -19.4% | +22.1% | -41.4% | -22.2% |
| 3Y | +26.2% | -10.5% | +36.7% | +34.0% |
| All | +71.2% | -4.0% | +75.2% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling