+129.5%
MS vs FBTC
+42.6%
+87.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | +5.1% | -9.2% | +14.2% | +7.1% |
| 30D | +5.7% | -15.8% | +21.5% | +9.5% |
| 3M | -12.2% | +8.7% | -20.8% | -13.8% |
| 6M | -0.5% | -13.6% | +13.1% | +2.0% |
| YTD | +9.8% | -21.5% | +31.3% | +13.6% |
| 1Y | +17.7% | -29.9% | +47.7% | +24.2% |
| All | +129.5% | +42.6% | +87.0% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling