+32.4%
MSFU vs BN
+85.7%
-53.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | -5.7% | -2.5% | -3.2% | -4.2% |
| 30D | +4.2% | -9.5% | +13.7% | +10.7% |
| 3M | +27.9% | -10.4% | +38.3% | +37.0% |
| 6M | +37.1% | -6.4% | +43.5% | +41.8% |
| YTD | -7.4% | -11.9% | +4.5% | -0.5% |
| 1Y | -19.6% | -8.6% | -11.0% | -15.9% |
| All | +32.4% | +85.7% | -53.3% | +4.3% |
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