+10.9%
MSFU vs BTSG
+504.1%
-493.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.8% | -9.2% | -5.0% |
| 7D | +4.0% | +3.8% | +0.3% | +3.5% |
| 30D | -2.3% | +13.7% | -16.1% | -4.1% |
| 3M | +7.1% | +18.0% | -10.9% | +4.5% |
| 6M | +48.9% | +32.2% | +16.7% | +40.6% |
| YTD | +2.4% | +93.6% | -91.1% | -10.4% |
| 1Y | -8.1% | +115.9% | -124.0% | -21.5% |
| All | +10.9% | +504.1% | -493.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling