+22.9%
MSCI vs BTSG
+495.4%
-472.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -0.7% | +8.5% | -9.2% | -1.5% |
| 30D | +16.2% | +14.0% | +2.1% | +14.6% |
| 3M | +16.1% | +19.7% | -3.6% | +13.9% |
| 6M | +12.9% | +28.7% | -15.8% | +8.5% |
| YTD | +14.8% | +90.8% | -76.0% | +3.7% |
| 1Y | +13.8% | +112.4% | -98.6% | +1.2% |
| All | +22.9% | +495.4% | -472.5% | -5.4% |
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