+601.1%
MSI vs BTG
+159.3%
+441.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.4% | -3.8% | +3.3% | -0.2% |
| 30D | -0.8% | +3.6% | -4.4% | -1.0% |
| 3M | +13.9% | +32.0% | -18.1% | +11.7% |
| 6M | +1.3% | +3.4% | -2.0% | +0.6% |
| YTD | +22.3% | +20.8% | +1.5% | +19.6% |
| 1Y | -3.9% | +22.4% | -26.3% | -6.4% |
| 3Y | +69.9% | +91.7% | -21.8% | +58.1% |
| 5Y | +103.8% | +79.0% | +24.8% | +89.1% |
| All | +601.1% | +159.3% | +441.8% | +552.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling