+50.3%
MSI vs FBTC
+62.0%
-11.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.0% | +1.1% | -5.1% | -4.0% |
| 30D | -0.5% | +22.3% | -22.7% | -1.4% |
| 3M | +11.4% | +26.0% | -14.6% | +10.2% |
| 6M | +1.0% | +13.2% | -12.2% | +0.3% |
| YTD | +20.7% | -10.7% | +31.4% | +21.2% |
| 1Y | -2.7% | -30.0% | +27.3% | -1.0% |
| All | +50.3% | +62.0% | -11.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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