+76.3%
MSFU vs BWA
+122.3%
-46.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -6.9% | -4.7% |
| 7D | -5.7% | +5.7% | -11.4% | -6.7% |
| 30D | +4.2% | +1.4% | +2.8% | +3.7% |
| 3M | +27.9% | -12.1% | +40.0% | +30.6% |
| 6M | +37.1% | +28.6% | +8.6% | +27.5% |
| YTD | -7.4% | +51.1% | -58.5% | -19.8% |
| 1Y | -19.6% | +55.9% | -75.5% | -31.5% |
| 3Y | +33.2% | +70.1% | -36.9% | +6.2% |
| All | +76.3% | +122.3% | -46.0% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling