+30.9%
MSFU vs BN
+90.6%
-59.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.3% |
| 7D | +2.5% | +5.3% | -2.9% | -0.9% |
| 30D | -1.3% | +11.9% | -13.2% | -8.4% |
| 3M | +8.6% | -5.7% | +14.4% | +12.9% |
| 6M | +48.4% | -10.6% | +59.0% | +59.0% |
| YTD | +1.6% | -9.4% | +10.9% | +7.5% |
| 1Y | -5.8% | -8.8% | +3.0% | -1.0% |
| 3Y | +30.9% | +95.6% | -64.7% | -0.9% |
| All | +30.9% | +90.6% | -59.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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