+72.2%
MSFU vs BWA
+118.1%
-45.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -3.2% | +4.3% | -7.4% | -3.9% |
| 30D | -3.1% | -2.9% | -0.2% | -2.7% |
| 3M | +35.3% | -12.4% | +47.7% | +38.2% |
| 6M | +31.6% | +28.6% | +3.0% | +22.2% |
| YTD | -9.5% | +48.2% | -57.7% | -21.4% |
| 1Y | -18.4% | +50.9% | -69.3% | -29.9% |
| 3Y | +26.9% | +72.2% | -45.2% | -0.3% |
| All | +72.2% | +118.1% | -45.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling