+16.2%
MS vs BTDR
-72.1%
+88.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.6% |
| 7D | +0.8% | -7.4% | +8.2% | +1.4% |
| 30D | -0.7% | -33.4% | +32.7% | +3.5% |
| 3M | -12.4% | -26.3% | +13.9% | -10.3% |
| 6M | -1.7% | -52.4% | +50.7% | +3.6% |
| YTD | +8.0% | -42.8% | +50.9% | +9.9% |
| 1Y | +16.2% | -63.7% | +79.9% | +22.3% |
| All | +16.2% | -72.1% | +88.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling