+129.5%
MS vs FBTC
+54.5%
+75.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -1.7% | -6.8% | +5.0% | -0.3% |
| 30D | +0.9% | -9.9% | +10.8% | +3.1% |
| 3M | -10.8% | +17.5% | -28.3% | -13.9% |
| 6M | +0.9% | -9.1% | +10.0% | +2.3% |
| YTD | +9.8% | -14.9% | +24.7% | +11.7% |
| 1Y | +17.1% | -27.6% | +44.7% | +22.6% |
| All | +129.5% | +54.5% | +75.0% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling