+76.3%
MSFU vs IBB
+79.4%
-3.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.6% |
| 7D | -5.7% | +1.4% | -7.1% | -6.6% |
| 30D | +4.2% | +10.5% | -6.3% | -3.1% |
| 3M | +27.9% | +23.6% | +4.3% | +9.5% |
| 6M | +37.1% | +22.6% | +14.5% | +17.5% |
| YTD | -7.4% | +25.7% | -33.1% | -22.5% |
| 1Y | -19.6% | +51.4% | -71.0% | -42.7% |
| 3Y | +33.2% | +64.4% | -31.2% | -13.4% |
| All | +76.3% | +79.4% | -3.1% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling