+32.5%
MSFT vs BTSG
+493.4%
-461.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | +6.0% | -7.3% | -1.7% |
| 30D | -1.8% | +12.4% | -14.2% | -2.7% |
| 3M | +5.6% | +18.2% | -12.6% | +4.3% |
| 6M | +29.8% | +26.0% | +3.8% | +26.6% |
| YTD | +9.0% | +90.1% | -81.1% | +2.0% |
| 1Y | +4.9% | +124.3% | -119.3% | -3.5% |
| All | +32.5% | +493.4% | -461.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling