+48.9%
MSFT vs BTG
+99.9%
-51.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | -1.0% | +2.4% | -3.4% | -1.2% |
| 30D | -2.7% | +9.5% | -12.2% | -3.3% |
| 3M | +22.1% | +38.5% | -16.4% | +19.0% |
| 6M | +20.6% | +5.6% | +14.9% | +19.2% |
| YTD | +2.3% | +23.9% | -21.6% | 0.0% |
| 1Y | -0.5% | +32.1% | -32.7% | -3.5% |
| All | +48.9% | +99.9% | -51.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling