+79.6%
MSFT vs BTDR
+15.3%
+64.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.6% | +0.5% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | -2.1% | +32.7% | -34.8% | -3.6% |
| 3M | +24.2% | -28.4% | +52.5% | +25.0% |
| 6M | +21.9% | +51.7% | -29.9% | +18.1% |
| YTD | +2.5% | +2.9% | -0.4% | +0.7% |
| 1Y | -0.8% | -15.5% | +14.7% | -2.6% |
| 3Y | +50.8% | 0.0% | +50.8% | +39.4% |
| 5Y | +73.5% | +16.5% | +57.1% | +57.8% |
| All | +79.6% | +15.3% | +64.3% | +63.4% |
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