+144.8%
MS vs BTG
+72.2%
+72.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +2.5% | +4.8% | -2.3% | +1.9% |
| 30D | 0.0% | +8.3% | -8.4% | -1.1% |
| 3M | +2.4% | +32.3% | -29.9% | -1.6% |
| 6M | +36.4% | +3.0% | +33.4% | +34.4% |
| YTD | +23.8% | +21.9% | +1.9% | +19.0% |
| 1Y | +48.6% | +28.2% | +20.5% | +41.4% |
| 3Y | +179.1% | +99.9% | +79.3% | +146.4% |
| 5Y | +144.8% | +73.6% | +71.3% | +115.3% |
| All | +144.8% | +72.2% | +72.6% | +115.3% |
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