+157.1%
MKSI vs FBTC
+59.7%
+97.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +4.9% | -5.8% | +10.7% | +7.0% |
| 30D | -11.0% | +21.4% | -32.4% | -17.2% |
| 3M | -17.1% | +24.5% | -41.5% | -23.5% |
| 6M | +16.4% | +9.9% | +6.5% | +11.8% |
| YTD | +64.3% | -12.0% | +76.3% | +67.9% |
| 1Y | +137.7% | -32.3% | +170.1% | +166.0% |
| All | +157.1% | +59.7% | +97.4% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling