+632.7%
MS vs BTG
+400.0%
+232.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.8% |
| 7D | +0.7% | +19.1% | -18.3% | -0.4% |
| 30D | -0.9% | +8.2% | -9.1% | -1.5% |
| 3M | -13.0% | +13.3% | -26.3% | -13.8% |
| 6M | -2.0% | +8.1% | -10.1% | -2.9% |
| YTD | +7.8% | +27.5% | -19.7% | +5.3% |
| 1Y | +17.9% | +47.1% | -29.2% | +14.1% |
| 3Y | +174.8% | +105.8% | +69.0% | +158.4% |
| 5Y | +119.9% | +55.8% | +64.0% | +108.3% |
| 10Y | +578.8% | +161.8% | +417.0% | +508.0% |
| All | +632.7% | +400.0% | +232.7% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling