+76.3%
MSFU vs BTI
+88.4%
-12.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | -5.7% | -1.4% | -4.3% | -5.7% |
| 30D | +4.2% | -6.6% | +10.8% | +4.2% |
| 3M | +27.9% | -3.0% | +30.9% | +27.3% |
| 6M | +37.1% | -6.7% | +43.8% | +36.5% |
| YTD | -7.4% | +0.6% | -7.9% | -8.8% |
| 1Y | -19.6% | +5.6% | -25.2% | -21.5% |
| 3Y | +33.2% | +110.3% | -77.1% | +11.4% |
| All | +76.3% | +88.4% | -12.1% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling