+18.3%
MSCI vs BTDR
-44.0%
+62.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +10.0% | +1.5% |
| 7D | +3.0% | -6.9% | +9.9% | +3.1% |
| 30D | +17.8% | -31.5% | +49.3% | +18.4% |
| 3M | +15.2% | -36.1% | +51.3% | +15.8% |
| 6M | +16.5% | -57.6% | +74.1% | +17.5% |
| YTD | +16.4% | -50.0% | +66.4% | +16.6% |
| 1Y | +16.8% | -49.6% | +66.4% | +17.0% |
| 3Y | +35.8% | +48.5% | -12.8% | +33.5% |
| 5Y | +7.0% | -43.8% | +50.8% | +4.4% |
| All | +18.3% | -44.0% | +62.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling