-2.1%
MSFU vs BTSG
+421.3%
-423.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.7% |
| 7D | -3.2% | +5.7% | -8.9% | -3.9% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +35.3% | +5.6% | +29.6% | +32.5% |
| 6M | +31.6% | +50.8% | -19.2% | +20.3% |
| YTD | -9.5% | +67.0% | -76.6% | -19.1% |
| 1Y | -18.4% | +145.5% | -163.9% | -32.7% |
| All | -2.1% | +421.3% | -423.4% | -28.7% |
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