+4.8%
MSFT vs BTSG
+112.9%
-108.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -2.4% | +8.5% | -10.9% | -2.5% |
| 30D | -3.8% | +14.0% | -17.8% | -3.8% |
| 3M | +6.4% | +19.7% | -13.3% | +6.4% |
| 6M | +28.8% | +28.7% | 0.0% | +27.4% |
| YTD | +8.8% | +90.8% | -82.0% | +7.1% |
| All | +4.8% | +112.9% | -108.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling