+21.9%
MSCI vs BTSG
+476.3%
-454.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.6% |
| 7D | +1.5% | +4.4% | -2.9% | +1.0% |
| 30D | +14.4% | +8.5% | +5.9% | +13.4% |
| 3M | +15.2% | +10.8% | +4.4% | +13.9% |
| 6M | +11.2% | +26.1% | -14.9% | +7.0% |
| YTD | +13.9% | +84.6% | -70.7% | +3.2% |
| 1Y | +12.5% | +108.7% | -96.2% | +0.2% |
| All | +21.9% | +476.3% | -454.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling