+34.1%
MSCI vs BTDR
+47.8%
-13.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +13.3% | -15.5% | -2.6% |
| 7D | +2.8% | -10.4% | +13.2% | +3.0% |
| 30D | +15.4% | -42.2% | +57.6% | +16.8% |
| 3M | +13.4% | -42.8% | +56.2% | +14.6% |
| 6M | +10.9% | -60.2% | +71.1% | +12.7% |
| YTD | +13.0% | -46.3% | +59.3% | +13.1% |
| 1Y | +12.0% | -71.7% | +83.7% | +14.1% |
| 3Y | +34.1% | +54.6% | -20.5% | +24.0% |
| All | +34.1% | +47.8% | -13.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling