+44.8%
MSI vs BTSG
+416.6%
-371.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -4.0% | +2.9% | -6.9% | -4.0% |
| 30D | -0.5% | +0.9% | -1.3% | -0.5% |
| 3M | +11.4% | +1.6% | +9.8% | +11.2% |
| 6M | +1.0% | +46.8% | -45.8% | -0.6% |
| YTD | +20.7% | +65.5% | -44.9% | +17.9% |
| 1Y | -2.7% | +136.2% | -138.9% | -7.0% |
| All | +44.8% | +416.6% | -371.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling