+70.7%
MSFU vs BTI
+85.0%
-14.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -2.3% |
| 30D | -6.3% | -4.8% | -1.5% | -6.2% |
| 3M | +40.0% | -8.1% | +48.1% | +39.6% |
| 6M | +30.1% | -4.2% | +34.3% | +28.9% |
| YTD | -10.3% | -1.3% | -9.0% | -11.7% |
| 1Y | -19.0% | +2.1% | -21.1% | -20.7% |
| 3Y | +25.8% | +108.9% | -83.1% | +4.8% |
| All | +70.7% | +85.0% | -14.3% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling