+4.6%
MSCI vs BTSG
+416.6%
-412.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | -1.2% | +0.9% | -2.0% | -1.3% |
| 3M | -8.4% | +1.6% | -10.0% | -9.4% |
| 6M | -1.0% | +46.8% | -47.8% | -7.6% |
| YTD | -2.3% | +65.5% | -67.8% | -10.4% |
| 1Y | -1.2% | +136.2% | -137.4% | -14.0% |
| All | +4.6% | +416.6% | -412.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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