+124.2%
MSI vs BTDR
+23.8%
+100.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.9% |
| 7D | -3.7% | +20.0% | -23.7% | -3.8% |
| 30D | +6.8% | +11.9% | -5.1% | +6.7% |
| 3M | +14.3% | -36.9% | +51.2% | +14.6% |
| 6M | -1.6% | +56.5% | -58.1% | -2.0% |
| YTD | +22.8% | +10.4% | +12.4% | +22.4% |
| 1Y | -1.1% | +3.1% | -4.2% | -1.7% |
| 3Y | +70.5% | -2.6% | +73.1% | +68.3% |
| 5Y | +102.8% | +25.2% | +77.6% | +98.6% |
| All | +124.2% | +23.8% | +100.4% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling