+37.1%
MSFU vs BN
-6.7%
+43.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | -5.7% | -2.5% | -3.2% | -4.1% |
| 30D | +4.2% | -9.5% | +13.7% | +11.1% |
| 3M | +27.9% | -10.4% | +38.3% | +36.2% |
| 6M | +37.1% | -6.4% | +43.5% | +40.0% |
| All | +37.1% | -6.7% | +43.8% | +40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling