+112.4%
MS vs BTG
+47.1%
+65.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -1.6% | +17.4% | -18.9% | -3.7% |
| 30D | -3.8% | +8.0% | -11.8% | -4.9% |
| 3M | -14.6% | +32.5% | -47.1% | -18.1% |
| 6M | -5.1% | +21.6% | -26.6% | -8.3% |
| YTD | +4.5% | +21.2% | -16.7% | +0.2% |
| 1Y | +13.5% | +43.9% | -30.3% | +6.5% |
| 3Y | +160.4% | +78.6% | +81.8% | +132.4% |
| All | +112.4% | +47.1% | +65.3% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling