+2,381.4%
MSFT vs BTG
+378.0%
+2,003.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -1.4% | +4.8% | -6.2% | -1.6% |
| 30D | -1.0% | +8.3% | -9.4% | -1.4% |
| 3M | +20.2% | +32.3% | -12.1% | +18.5% |
| 6M | +21.3% | +3.0% | +18.3% | +20.6% |
| YTD | +2.8% | +21.9% | -19.1% | +1.4% |
| 1Y | 0.0% | +28.2% | -28.2% | -1.8% |
| 3Y | +51.2% | +99.9% | -48.7% | +45.0% |
| 5Y | +71.4% | +73.6% | -2.1% | +64.5% |
| 10Y | +868.6% | +136.5% | +732.1% | +813.7% |
| All | +2,381.4% | +378.0% | +2,003.4% | +2,487.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling