-38.7%
BTDR vs MAS
+56.6%
-95.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.5% | -12.3% | -12.6% |
| 7D | +15.4% | +1.2% | +14.3% | +15.0% |
| 30D | -33.4% | +21.6% | -55.0% | -39.3% |
| 3M | -32.0% | +14.1% | -46.2% | -36.3% |
| 6M | -52.2% | +22.6% | -74.8% | -56.4% |
| YTD | -45.3% | +35.4% | -80.8% | -52.5% |
| 1Y | -56.0% | +37.5% | -93.5% | -62.0% |
| 3Y | +54.4% | +58.3% | -3.9% | +35.4% |
| 5Y | -38.5% | +39.1% | -77.6% | -45.7% |
| All | -38.7% | +56.6% | -95.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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