-19.4%
MSFU vs BTG
+27.7%
-47.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | -6.9% | -5.5% | -1.5% | -6.1% |
| 30D | -5.1% | +6.1% | -11.2% | -6.1% |
| 3M | +44.6% | +38.6% | +6.0% | +36.5% |
| 6M | +32.8% | +0.7% | +32.1% | +30.5% |
| YTD | -10.1% | +20.3% | -30.4% | -13.8% |
| 1Y | -19.4% | +25.0% | -44.4% | -27.6% |
| All | -19.4% | +27.7% | -47.1% | -27.6% |
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