+72.2%
MSFU vs BDX
-3.1%
+75.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.9% |
| 7D | -3.2% | -4.3% | +1.1% | -2.5% |
| 30D | -3.1% | +1.3% | -4.4% | -3.3% |
| 3M | +35.3% | +20.2% | +15.0% | +31.7% |
| 6M | +31.6% | +8.6% | +23.0% | +29.6% |
| YTD | -9.5% | +19.0% | -28.5% | -12.2% |
| 1Y | -18.4% | +21.2% | -39.6% | -21.2% |
| 3Y | +26.9% | -9.7% | +36.6% | +34.6% |
| All | +72.2% | -3.1% | +75.3% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling