-3.5%
MSFU vs BTG
+24.4%
-27.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +8.7% | +4.7% | +11.7% |
| 7D | +8.2% | -0.2% | +8.4% | +8.1% |
| 30D | +10.2% | -0.8% | +11.0% | +10.1% |
| 3M | +22.9% | +31.8% | -8.9% | +15.9% |
| 6M | +63.2% | +20.4% | +42.8% | +55.3% |
| YTD | +11.7% | +14.7% | -3.0% | +6.3% |
| 1Y | -3.5% | +29.4% | -32.8% | -13.3% |
| All | -3.5% | +24.4% | -27.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling