-1.1%
MSI vs BTG
+38.4%
-39.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | +6.8% | +36.8% | -30.0% | +7.5% |
| 3M | +14.3% | +23.1% | -8.8% | +15.1% |
| 6M | -1.6% | +3.5% | -5.0% | -0.9% |
| YTD | +22.8% | +25.5% | -2.7% | +21.5% |
| 1Y | -1.1% | +40.1% | -41.2% | -6.5% |
| All | -1.1% | +38.4% | -39.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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