+1,940.8%
MSI vs BTG
+378.0%
+1,562.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -5.8% | +4.8% | -10.6% | -6.0% |
| 30D | -1.0% | +8.3% | -9.3% | -1.4% |
| 3M | +14.2% | +32.3% | -18.1% | +12.4% |
| 6M | +1.0% | +3.0% | -1.9% | +0.4% |
| YTD | +21.5% | +21.9% | -0.5% | +19.4% |
| 1Y | -2.1% | +28.2% | -30.3% | -4.2% |
| 3Y | +69.3% | +99.9% | -30.6% | +60.8% |
| 5Y | +99.3% | +73.6% | +25.8% | +89.4% |
| 10Y | +595.0% | +136.5% | +458.5% | +541.3% |
| All | +1,940.8% | +378.0% | +1,562.9% | +1,684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling