+184.7%
MS vs BTG
+105.8%
+78.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | -0.3% | +36.8% | -37.1% | -4.1% |
| 3M | +0.3% | +23.1% | -22.8% | -2.7% |
| 6M | +31.3% | +3.5% | +27.9% | +29.2% |
| YTD | +24.7% | +25.5% | -0.8% | +19.8% |
| 1Y | +47.9% | +40.1% | +7.8% | +40.5% |
| All | +184.7% | +105.8% | +78.9% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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