+160.4%
MS vs BTDR
+47.8%
+112.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -1.8% |
| 7D | -1.6% | -10.4% | +8.8% | -0.9% |
| 30D | -3.8% | -42.2% | +38.4% | +0.7% |
| 3M | -14.6% | -42.8% | +28.2% | -11.2% |
| 6M | -5.1% | -60.2% | +55.1% | +0.7% |
| YTD | +4.5% | -46.3% | +50.9% | +6.8% |
| 1Y | +13.5% | -71.7% | +85.2% | +21.2% |
| 3Y | +160.4% | +54.6% | +105.8% | +129.5% |
| All | +160.4% | +47.8% | +112.6% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling