+29.8%
MSFT vs BTDR
-55.8%
+85.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.9% |
| 7D | -1.3% | -6.9% | +5.6% | -0.9% |
| 30D | -1.8% | -31.5% | +29.7% | +1.0% |
| 3M | +5.6% | -36.1% | +41.7% | +7.8% |
| 6M | +29.8% | -57.6% | +87.4% | +33.6% |
| All | +29.8% | -55.8% | +85.6% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling