+46.0%
MSFU vs BIYA
-99.9%
+145.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.5% |
| 7D | +14.6% | -7.8% | +22.4% | +14.5% |
| 30D | +2.1% | -38.5% | +40.6% | +1.9% |
| 3M | +14.7% | -59.5% | +74.2% | +14.3% |
| 6M | +55.7% | -89.2% | +144.8% | +53.1% |
| YTD | +7.1% | -97.1% | +104.2% | +5.4% |
| 1Y | -0.5% | -99.0% | +98.5% | -2.2% |
| All | +46.0% | -99.9% | +145.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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