+25.2%
MSFU vs IBB
+89.8%
-64.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -3.7% |
| 7D | +4.0% | +0.8% | +3.3% | +3.9% |
| 30D | -2.3% | +5.2% | -7.5% | -4.6% |
| 3M | +7.1% | +8.6% | -1.5% | +2.4% |
| 6M | +48.9% | +27.8% | +21.1% | +29.0% |
| YTD | +2.4% | +28.8% | -26.4% | -12.2% |
| 1Y | -8.1% | +36.4% | -44.5% | -24.6% |
| 3Y | +25.2% | +89.3% | -64.2% | -7.2% |
| All | +25.2% | +89.8% | -64.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling