-19.6%
MSFU vs BRKR
+100.6%
-120.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -4.0% |
| 7D | -5.7% | +2.5% | -8.2% | -5.9% |
| 30D | +4.2% | +11.5% | -7.3% | +2.7% |
| 3M | +27.9% | -2.4% | +30.3% | +27.3% |
| 6M | +37.1% | +52.3% | -15.2% | +27.9% |
| YTD | -7.4% | +24.5% | -31.8% | -12.5% |
| 1Y | -19.6% | +97.3% | -117.0% | -21.9% |
| All | -19.6% | +100.6% | -120.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling