+76.3%
MSFU vs BTDR
+20.9%
+55.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.1% | -4.5% |
| 7D | -5.7% | +20.0% | -25.7% | -7.3% |
| 30D | +4.2% | +11.9% | -7.8% | +2.5% |
| 3M | +27.9% | -36.9% | +64.8% | +31.0% |
| 6M | +37.1% | +56.5% | -19.4% | +29.4% |
| YTD | -7.4% | +10.4% | -17.8% | -10.5% |
| 1Y | -19.6% | +3.1% | -22.7% | -23.2% |
| 3Y | +33.2% | -2.6% | +35.8% | +17.4% |
| All | +76.3% | +20.9% | +55.4% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling