+26.9%
MSFU vs BTDR
+8.5%
+18.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.7% | -2.6% |
| 7D | -3.2% | +22.4% | -25.6% | -5.3% |
| 30D | -3.1% | +16.5% | -19.6% | -5.4% |
| 3M | +35.3% | -31.5% | +66.7% | +38.0% |
| 6M | +31.6% | +74.0% | -42.4% | +21.7% |
| YTD | -9.5% | +13.0% | -22.5% | -13.4% |
| 1Y | -18.4% | -0.2% | -18.2% | -22.6% |
| 3Y | +26.9% | +9.9% | +17.0% | +4.0% |
| All | +26.9% | +8.5% | +18.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling