-11.4%
MSCI vs BTG
+72.2%
-83.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.5% |
| 7D | -2.1% | +4.8% | -6.9% | -2.5% |
| 30D | -1.7% | +8.3% | -10.1% | -2.5% |
| 3M | -8.2% | +32.3% | -40.5% | -11.0% |
| 6M | -2.4% | +3.0% | -5.4% | -3.3% |
| YTD | -2.8% | +21.9% | -24.7% | -6.3% |
| 1Y | -2.7% | +28.2% | -30.8% | -7.5% |
| 3Y | +7.3% | +99.9% | -92.6% | -8.1% |
| 5Y | -11.4% | +73.6% | -85.0% | -23.2% |
| All | -11.4% | +72.2% | -83.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling