+27.5%
MSI vs BTDR
-69.9%
+97.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.9% | +1.2% |
| 7D | +2.8% | -17.6% | +20.4% | +2.7% |
| 30D | +9.1% | -40.3% | +49.4% | +8.9% |
| 3M | +12.5% | -42.6% | +55.1% | +12.2% |
| 6M | +14.2% | -46.3% | +60.5% | +13.9% |
| YTD | +30.7% | -41.7% | +72.5% | +29.8% |
| 1Y | +27.5% | -69.4% | +96.9% | +28.2% |
| All | +27.5% | -69.9% | +97.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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