+25.2%
MSFU vs BLDR
-48.6%
+73.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.7% |
| 7D | +4.0% | -1.1% | +5.1% | +4.4% |
| 30D | -2.3% | +19.1% | -21.4% | -4.5% |
| 3M | +7.1% | -12.6% | +19.7% | +8.9% |
| 6M | +48.9% | -18.7% | +67.6% | +51.6% |
| YTD | +2.4% | -38.8% | +41.3% | +8.0% |
| 1Y | -8.1% | -41.2% | +33.1% | -2.7% |
| 3Y | +25.2% | -49.4% | +74.6% | +41.0% |
| All | +25.2% | -48.6% | +73.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling