+1,942.6%
MSCI vs BTG
+367.4%
+1,575.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.0% |
| 7D | +2.7% | +13.0% | -10.3% | +1.8% |
| 30D | +16.2% | +1.1% | +15.1% | +16.0% |
| 3M | +17.1% | +5.3% | +11.8% | +16.4% |
| 6M | +13.0% | +1.1% | +12.0% | +12.3% |
| YTD | +15.8% | +19.2% | -3.4% | +13.1% |
| 1Y | +15.5% | +31.5% | -16.0% | +12.0% |
| 3Y | +32.3% | +94.3% | -62.0% | +23.1% |
| 5Y | +8.2% | +41.8% | -33.6% | +2.1% |
| 10Y | +800.7% | +162.9% | +637.8% | +702.3% |
| All | +1,942.6% | +367.4% | +1,575.2% | +1,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling