+165.9%
MS vs BTDR
+26.7%
+139.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | +2.5% | +22.4% | -20.0% | +1.0% |
| 30D | 0.0% | +16.5% | -16.5% | -1.5% |
| 3M | +2.4% | -31.5% | +33.9% | +4.0% |
| 6M | +36.4% | +74.0% | -37.6% | +29.4% |
| YTD | +23.8% | +13.0% | +10.8% | +20.2% |
| 1Y | +48.6% | -0.2% | +48.9% | +44.0% |
| 3Y | +179.1% | +9.9% | +169.3% | +153.4% |
| 5Y | +144.8% | +28.1% | +116.7% | +113.8% |
| All | +165.9% | +26.7% | +139.2% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling