+2,410.3%
MSFT vs BTG
+392.0%
+2,018.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +2.7% | +36.8% | -34.1% | +1.2% |
| 3M | +17.0% | +23.1% | -6.1% | +15.7% |
| 6M | +23.8% | +3.5% | +20.4% | +23.1% |
| YTD | +4.0% | +25.5% | -21.5% | +2.4% |
| 1Y | -0.8% | +40.1% | -40.9% | -2.9% |
| 3Y | +55.6% | +101.1% | -45.5% | +49.1% |
| 5Y | +72.9% | +70.6% | +2.3% | +65.9% |
| 10Y | +875.8% | +152.1% | +723.7% | +818.4% |
| All | +2,410.3% | +392.0% | +2,018.3% | +2,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling