+124.2%
MSI vs BTDR
-44.0%
+168.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.2% |
| 7D | +3.2% | -6.9% | +10.1% | +3.3% |
| 30D | +17.6% | -31.5% | +49.1% | +17.7% |
| 3M | +14.5% | -36.1% | +50.6% | +14.6% |
| 6M | +34.3% | -57.6% | +91.9% | +34.5% |
| YTD | +39.7% | -50.0% | +89.8% | +39.7% |
| 1Y | +40.2% | -49.6% | +89.8% | +40.1% |
| 3Y | +77.1% | +48.5% | +28.6% | +74.9% |
| All | +124.2% | -44.0% | +168.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling