+17.7%
MSCI vs BTDR
-35.9%
+53.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | +2.7% | -7.4% | +10.0% | +2.7% |
| 30D | +16.2% | -33.4% | +49.7% | +16.9% |
| 3M | +17.1% | -26.3% | +43.4% | +17.4% |
| 6M | +13.0% | -52.4% | +65.4% | +13.9% |
| YTD | +15.8% | -42.8% | +58.6% | +15.8% |
| 1Y | +15.5% | -63.7% | +79.2% | +16.4% |
| 3Y | +32.3% | +61.5% | -29.1% | +29.8% |
| 5Y | +8.2% | -35.6% | +43.8% | +5.4% |
| All | +17.7% | -35.9% | +53.6% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling