-19.4%
MSFU vs BTDR
-18.2%
-1.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.2% |
| 7D | -6.9% | -3.2% | -3.8% | -6.6% |
| 30D | -5.1% | +32.7% | -37.8% | -9.6% |
| 3M | +44.6% | -28.4% | +73.0% | +45.8% |
| 6M | +32.8% | +51.7% | -18.9% | +21.6% |
| YTD | -10.1% | +2.9% | -12.9% | -14.3% |
| 1Y | -19.4% | -15.5% | -3.9% | -25.9% |
| All | -19.4% | -18.2% | -1.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling