+85.8%
MSFU vs BTI
+111.2%
-25.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.8% |
| 7D | -12.7% | -3.0% | -9.6% | -12.6% |
| 30D | -9.0% | +9.8% | -18.8% | -9.1% |
| 3M | +2.9% | +9.2% | -6.2% | +2.8% |
| 6M | +43.5% | +4.0% | +39.5% | +42.7% |
| YTD | -2.4% | +12.7% | -15.1% | -4.1% |
| 1Y | -13.5% | +15.9% | -29.4% | -15.4% |
| 3Y | +19.2% | +148.9% | -129.7% | -2.5% |
| All | +85.8% | +111.2% | -25.4% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling