-18.8%
MSFU vs BDX
+22.7%
-41.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | +0.5% | -2.5% | +3.0% | +0.8% |
| 3M | +51.9% | +21.4% | +30.4% | +49.1% |
| 6M | +35.0% | +10.4% | +24.5% | +30.9% |
| YTD | -9.0% | +18.8% | -27.9% | -11.0% |
| 1Y | -18.8% | +21.7% | -40.5% | -21.3% |
| All | -18.8% | +22.7% | -41.6% | -21.3% |
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