+85.8%
MSFU vs BTDR
-31.3%
+117.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +9.7% | -14.4% | -5.7% |
| 7D | -12.7% | +7.7% | -20.3% | -13.5% |
| 30D | -9.0% | -24.1% | +15.1% | -7.1% |
| 3M | +2.9% | -19.1% | +22.0% | +3.7% |
| 6M | +43.5% | -46.6% | +90.2% | +48.1% |
| YTD | -2.4% | -37.3% | +34.9% | -1.6% |
| 1Y | -13.5% | -53.2% | +39.7% | -11.1% |
| 3Y | +19.2% | +77.1% | -57.9% | +7.5% |
| All | +85.8% | -31.3% | +117.1% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling