+88.0%
MSFU vs BTG
+85.0%
+3.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.8% | -9.1% | +6.3% | -1.0% |
| 30D | -5.3% | -1.6% | -3.7% | -5.1% |
| 3M | +7.2% | -2.8% | +10.0% | +7.5% |
| 6M | +51.0% | -7.6% | +58.6% | +51.3% |
| YTD | -1.2% | +10.2% | -11.5% | -5.0% |
| 1Y | -10.3% | +21.3% | -31.6% | -15.4% |
| 3Y | +22.2% | +82.7% | -60.5% | +2.4% |
| All | +88.0% | +85.0% | +3.0% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling