+73.5%
MSFT vs BTG
+75.0%
-1.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -3.5% | -5.5% | +2.0% | -3.0% |
| 30D | -2.1% | +6.1% | -8.2% | -2.7% |
| 3M | +24.2% | +38.6% | -14.5% | +19.9% |
| 6M | +21.9% | +0.7% | +21.2% | +20.7% |
| YTD | +2.5% | +20.3% | -17.9% | -0.5% |
| 1Y | -0.8% | +25.0% | -25.8% | -4.6% |
| 3Y | +50.8% | +97.3% | -46.5% | +35.6% |
| 5Y | +73.5% | +78.3% | -4.8% | +56.0% |
| All | +73.5% | +75.0% | -1.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling