+26.4%
MSFT vs BTSG
+406.1%
-379.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.0% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | +2.7% | -3.6% | +6.3% | +2.9% |
| 3M | +17.0% | +5.8% | +11.2% | +15.7% |
| 6M | +23.8% | +44.7% | -20.9% | +18.7% |
| YTD | +4.0% | +62.2% | -58.2% | -1.5% |
| 1Y | -0.8% | +152.1% | -152.9% | -10.4% |
| All | +26.4% | +406.1% | -379.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling