+6.5%
MSFT vs BTG
+30.1%
-23.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -3.9% |
| 7D | +1.1% | +5.6% | -4.5% | +0.4% |
| 30D | +1.3% | +1.2% | +0.1% | +1.0% |
| 3M | +10.2% | +29.0% | -18.9% | +7.1% |
| 6M | +30.8% | +25.4% | +5.4% | +26.8% |
| YTD | +11.5% | +18.3% | -6.8% | +8.2% |
| 1Y | +6.5% | +32.4% | -25.9% | +0.5% |
| All | +6.5% | +30.1% | -23.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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