+14.8%
MSCI vs BTG
+26.4%
-11.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +0.7% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | +16.5% | -1.1% | +17.6% | +16.3% |
| 3M | +18.2% | +2.5% | +15.7% | +18.1% |
| 6M | +14.0% | -3.1% | +17.0% | +14.4% |
| YTD | +16.6% | +16.3% | +0.3% | +17.3% |
| 1Y | +14.8% | +27.6% | -12.8% | +14.5% |
| All | +14.8% | +26.4% | -11.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling