+40.2%
MSI vs BTDR
-48.4%
+88.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | 0.0% |
| 7D | +3.2% | -6.9% | +10.1% | +3.2% |
| 30D | +17.6% | -31.5% | +49.1% | +17.1% |
| 3M | +14.5% | -36.1% | +50.6% | +14.0% |
| 6M | +34.3% | -57.6% | +91.9% | +33.5% |
| YTD | +39.7% | -50.0% | +89.8% | +38.8% |
| 1Y | +40.2% | -49.6% | +89.8% | +39.7% |
| All | +40.2% | -48.4% | +88.6% | +39.7% |
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