+160.5%
MS vs FBTC
+65.3%
+95.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +1.4% | +2.9% | -1.5% | +0.8% |
| 30D | -0.3% | +23.0% | -23.3% | -4.5% |
| 3M | +0.3% | +25.6% | -25.3% | -4.4% |
| 6M | +31.3% | +9.0% | +22.3% | +28.3% |
| YTD | +24.7% | -8.9% | +33.6% | +25.1% |
| 1Y | +47.9% | -27.5% | +75.5% | +54.3% |
| All | +160.5% | +65.3% | +95.2% | +136.5% |
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