-3.5%
MSFU vs BTI
+24.7%
-28.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.4% | +10.1% | +14.3% |
| 7D | +8.2% | +5.3% | +2.9% | +9.5% |
| 30D | +10.2% | +19.1% | -8.9% | +15.4% |
| 3M | +22.9% | +6.5% | +16.4% | +24.4% |
| 6M | +63.2% | +9.4% | +53.8% | +64.5% |
| YTD | +11.7% | +14.4% | -2.7% | +13.0% |
| 1Y | -3.5% | +23.9% | -27.4% | -9.1% |
| All | -3.5% | +24.7% | -28.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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