+100.0%
MSI vs BTDR
+24.7%
+75.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -4.0% | +14.8% | -18.8% | -4.0% |
| 30D | -0.5% | +41.8% | -42.3% | -0.6% |
| 3M | +11.4% | -29.2% | +40.6% | +11.6% |
| 6M | +1.0% | +66.2% | -65.2% | +0.5% |
| YTD | +20.7% | +10.0% | +10.7% | +20.3% |
| 1Y | -2.7% | -11.0% | +8.3% | -3.2% |
| 3Y | +68.2% | +6.9% | +61.3% | +66.0% |
| 5Y | +100.0% | +24.7% | +75.3% | +92.4% |
| All | +100.0% | +24.7% | +75.3% | +92.4% |
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