+37.1%
MSFU vs BTDR
+56.7%
-19.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.1% | -4.9% |
| 7D | -5.7% | +20.0% | -25.7% | -9.0% |
| 30D | +4.2% | +11.9% | -7.8% | +0.7% |
| 3M | +27.9% | -36.9% | +64.8% | +29.6% |
| 6M | +37.1% | +56.5% | -19.4% | +12.8% |
| All | +37.1% | +56.7% | -19.6% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling