+91.1%
MSFT vs BTDR
-44.0%
+135.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.6% |
| 7D | -1.3% | -6.9% | +5.6% | -1.0% |
| 30D | -1.8% | -31.5% | +29.7% | -0.4% |
| 3M | +5.6% | -36.1% | +41.7% | +7.2% |
| 6M | +29.8% | -57.6% | +87.4% | +33.2% |
| YTD | +9.0% | -50.0% | +59.1% | +10.4% |
| 1Y | +4.9% | -49.6% | +54.5% | +6.1% |
| 3Y | +46.2% | +48.5% | -2.3% | +37.4% |
| 5Y | +62.1% | -43.8% | +105.9% | +52.0% |
| All | +91.1% | -44.0% | +135.1% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling