+24.3%
MSFT vs BTSG
+416.6%
-392.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.0% | +2.9% | -3.9% | -1.2% |
| 30D | -2.7% | +0.9% | -3.5% | -2.8% |
| 3M | +22.1% | +1.6% | +20.5% | +21.3% |
| 6M | +20.6% | +46.8% | -26.2% | +15.5% |
| YTD | +2.3% | +65.5% | -63.2% | -3.3% |
| 1Y | -0.5% | +136.2% | -136.8% | -9.5% |
| All | +24.3% | +416.6% | -392.3% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling