+0.2%
MSFU vs BTSG
+406.1%
-405.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -4.0% |
| 7D | -5.7% | +2.7% | -8.4% | -6.0% |
| 30D | +4.2% | -3.6% | +7.8% | +4.6% |
| 3M | +27.9% | +5.8% | +22.1% | +25.1% |
| 6M | +37.1% | +44.7% | -7.6% | +26.1% |
| YTD | -7.4% | +62.2% | -69.5% | -16.9% |
| 1Y | -19.6% | +152.1% | -171.7% | -34.1% |
| All | +0.2% | +406.1% | -405.8% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling