+76.3%
MSFU vs BTG
+110.6%
-34.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.9% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | +4.2% | +36.8% | -32.7% | -1.8% |
| 3M | +27.9% | +23.1% | +4.8% | +22.6% |
| 6M | +37.1% | +3.5% | +33.6% | +34.3% |
| YTD | -7.4% | +25.5% | -32.9% | -12.7% |
| 1Y | -19.6% | +40.1% | -59.7% | -26.5% |
| 3Y | +33.2% | +101.1% | -67.9% | +9.9% |
| All | +76.3% | +110.6% | -34.3% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling