+85.8%
MSFU vs IBB
+84.7%
+1.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.1% |
| 7D | -12.7% | -1.4% | -11.3% | -11.7% |
| 30D | -9.0% | +6.8% | -15.8% | -12.5% |
| 3M | +2.9% | +9.2% | -6.3% | -3.2% |
| 6M | +43.5% | +28.3% | +15.2% | +19.8% |
| YTD | -2.4% | +29.4% | -31.8% | -19.7% |
| 1Y | -13.5% | +33.2% | -46.7% | -30.7% |
| 3Y | +19.2% | +90.2% | -71.0% | -32.7% |
| All | +85.8% | +84.7% | +1.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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