+9.0%
MSFT vs BTDR
-69.9%
+78.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.6% | +12.3% | +7.1% |
| 7D | +4.7% | -17.6% | +22.2% | +6.1% |
| 30D | +5.8% | -40.3% | +46.1% | +9.8% |
| 3M | +13.0% | -42.6% | +55.6% | +16.8% |
| 6M | +34.9% | -46.3% | +81.2% | +37.1% |
| YTD | +15.7% | -41.7% | +57.4% | +16.8% |
| 1Y | +9.0% | -69.4% | +78.4% | +9.6% |
| All | +9.0% | -69.9% | +78.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling