+125.2%
MS vs FBTC
+54.8%
+70.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -0.9% | -9.1% | +8.2% | +1.1% |
| 3M | -13.0% | +15.0% | -28.0% | -15.6% |
| 6M | -2.0% | -6.9% | +4.9% | -1.1% |
| YTD | +7.8% | -14.7% | +22.5% | +9.6% |
| 1Y | +17.9% | -28.1% | +46.0% | +23.5% |
| All | +125.2% | +54.8% | +70.4% | +107.2% |
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