+631.0%
MSCI vs BTG
+147.2%
+483.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | -1.2% | +9.5% | -10.7% | -2.0% |
| 3M | -8.4% | +38.5% | -46.9% | -11.2% |
| 6M | -1.0% | +5.6% | -6.7% | -2.2% |
| YTD | -2.3% | +23.9% | -26.2% | -5.3% |
| 1Y | -1.2% | +32.1% | -33.3% | -5.3% |
| 3Y | +7.9% | +103.2% | -95.3% | -3.0% |
| 5Y | -10.1% | +79.7% | -89.8% | -18.8% |
| 10Y | +631.0% | +159.1% | +471.8% | +547.6% |
| All | +631.0% | +147.2% | +483.7% | +547.6% |
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