+167.7%
MS vs BTDR
+23.8%
+143.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | 0.0% |
| 7D | +1.4% | +20.0% | -18.6% | +0.1% |
| 30D | -0.3% | +11.9% | -12.2% | -1.4% |
| 3M | +0.3% | -36.9% | +37.2% | +2.4% |
| 6M | +31.3% | +56.5% | -25.2% | +25.5% |
| YTD | +24.7% | +10.4% | +14.2% | +21.3% |
| 1Y | +47.9% | +3.1% | +44.8% | +43.0% |
| 3Y | +178.3% | -2.6% | +180.9% | +152.8% |
| 5Y | +144.9% | +25.2% | +119.7% | +114.2% |
| All | +167.7% | +23.8% | +143.9% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling