+4.0%
MSCI vs BTSG
+421.3%
-417.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.1% |
| 7D | -2.1% | +5.7% | -7.8% | -2.6% |
| 30D | -1.7% | +0.2% | -1.9% | -1.8% |
| 3M | -8.2% | +5.6% | -13.9% | -9.6% |
| 6M | -2.4% | +50.8% | -53.2% | -9.2% |
| YTD | -2.8% | +67.0% | -69.9% | -11.0% |
| 1Y | -2.7% | +145.5% | -148.2% | -15.7% |
| All | +4.0% | +421.3% | -417.3% | -18.8% |
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