+103.9%
MSFU vs IBB
+85.9%
+18.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.6% |
| 7D | +14.6% | +2.7% | +11.9% | +13.0% |
| 30D | +2.1% | +6.3% | -4.2% | -1.6% |
| 3M | +14.7% | +11.1% | +3.6% | +6.6% |
| 6M | +55.7% | +29.2% | +26.4% | +29.3% |
| YTD | +7.1% | +30.2% | -23.1% | -12.2% |
| 1Y | -0.5% | +39.5% | -40.0% | -23.2% |
| 3Y | +35.7% | +92.3% | -56.6% | -24.1% |
| All | +103.9% | +85.9% | +18.0% | +20.3% |
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