+847.5%
MSCI vs BTG
+164.8%
+682.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +3.0% | -9.1% | +12.1% | +3.7% |
| 30D | +17.8% | -1.6% | +19.4% | +17.7% |
| 3M | +15.2% | -2.8% | +18.0% | +15.1% |
| 6M | +16.5% | -7.6% | +24.1% | +16.5% |
| YTD | +16.4% | +10.2% | +6.1% | +13.5% |
| 1Y | +16.8% | +21.3% | -4.4% | +12.8% |
| 3Y | +35.8% | +82.7% | -46.9% | +23.0% |
| 5Y | +7.0% | +30.8% | -23.8% | -1.2% |
| All | +847.5% | +164.8% | +682.7% | +771.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling