-3.5%
MSFU vs IBN
+4.2%
-7.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.8% | +9.7% | +11.4% |
| 7D | +8.2% | +8.9% | -0.7% | +3.7% |
| 30D | +10.2% | +12.6% | -2.5% | +3.2% |
| 3M | +22.9% | +3.1% | +19.8% | +20.7% |
| 6M | +63.2% | +20.6% | +42.6% | +51.2% |
| YTD | +11.7% | +5.8% | +5.9% | +5.3% |
| 1Y | -3.5% | +3.7% | -7.2% | -8.5% |
| All | -3.5% | +4.2% | -7.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling