+35.0%
MA vs FBTC
+62.0%
-27.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | +0.8% | +22.3% | -21.5% | -0.5% |
| 3M | +14.8% | +26.0% | -11.2% | +13.1% |
| 6M | +10.0% | +13.2% | -3.2% | +9.0% |
| YTD | -0.1% | -10.7% | +10.6% | +0.2% |
| 1Y | -2.2% | -30.0% | +27.7% | -0.3% |
| All | +35.0% | +62.0% | -27.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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