+20.8%
MSFU vs BTDR
+77.1%
-56.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +9.7% | -14.4% | -5.8% |
| 7D | -12.7% | +7.7% | -20.3% | -13.6% |
| 30D | -9.0% | -24.1% | +15.1% | -6.8% |
| 3M | +2.9% | -19.1% | +22.0% | +3.8% |
| 6M | +43.5% | -46.6% | +90.2% | +48.9% |
| YTD | -2.4% | -37.3% | +34.9% | -1.6% |
| 1Y | -13.5% | -53.2% | +39.7% | -10.8% |
| All | +20.8% | +77.1% | -56.3% | +5.7% |
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