-2.7%
MSFU vs BTSG
+382.3%
-385.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +1.2% |
| 7D | -6.9% | -5.8% | -1.2% | -6.2% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | +44.6% | -4.5% | +49.1% | +43.8% |
| 6M | +32.8% | +40.0% | -7.2% | +22.6% |
| YTD | -10.1% | +54.6% | -64.6% | -18.8% |
| 1Y | -19.4% | +106.1% | -125.5% | -31.4% |
| All | -2.7% | +382.3% | -385.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling