-0.6%
MSCI vs BTDR
+23.3%
-23.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | -1.1% | +14.8% | -15.9% | -1.3% |
| 30D | -1.2% | +41.8% | -43.0% | -1.8% |
| 3M | -8.4% | -29.2% | +20.8% | -8.0% |
| 6M | -1.0% | +66.2% | -67.2% | -2.7% |
| YTD | -2.3% | +10.0% | -12.3% | -3.2% |
| 1Y | -1.2% | -11.0% | +9.8% | -2.1% |
| 3Y | +7.9% | +6.9% | +1.0% | +4.1% |
| 5Y | -10.1% | +24.7% | -34.7% | -13.3% |
| All | -0.6% | +23.3% | -23.9% | -4.1% |
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