+26.9%
MSFU vs BTI
+113.6%
-86.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.4% |
| 7D | -3.2% | -1.4% | -1.8% | -3.3% |
| 30D | -3.1% | -7.0% | +3.9% | -3.9% |
| 3M | +35.3% | -6.3% | +41.6% | +33.9% |
| 6M | +31.6% | -2.0% | +33.6% | +30.3% |
| YTD | -9.5% | +0.2% | -9.7% | -10.6% |
| 1Y | -18.4% | +3.8% | -22.2% | -19.5% |
| 3Y | +26.9% | +112.1% | -85.1% | +18.3% |
| All | +26.9% | +113.6% | -86.7% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling