+747.4%
MS vs BTG
+392.0%
+355.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +0.3% | +23.1% | -22.8% | -1.3% |
| 6M | +31.3% | +3.5% | +27.9% | +30.4% |
| YTD | +24.7% | +25.5% | -0.8% | +22.0% |
| 1Y | +47.9% | +40.1% | +7.8% | +43.6% |
| 3Y | +178.3% | +101.1% | +77.2% | +162.3% |
| 5Y | +144.9% | +70.6% | +74.3% | +131.2% |
| 10Y | +804.5% | +152.1% | +652.4% | +710.7% |
| All | +747.4% | +392.0% | +355.4% | +431.7% |
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