+95.0%
MSFU vs IBN
+64.2%
+30.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.6% | -4.9% |
| 7D | +4.0% | +15.8% | -11.7% | -3.0% |
| 30D | -2.3% | +25.1% | -27.4% | -12.6% |
| 3M | +7.1% | +16.0% | -8.9% | -0.6% |
| 6M | +48.9% | +32.8% | +16.1% | +30.0% |
| YTD | +2.4% | +18.0% | -15.6% | -6.1% |
| 1Y | -8.1% | +15.9% | -24.0% | -15.0% |
| 3Y | +25.2% | +57.6% | -32.5% | -4.8% |
| All | +95.0% | +64.2% | +30.8% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling