-29.7%
BTDR vs MAS
+57.4%
-87.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.5% | +9.6% |
| 7D | +7.7% | -1.8% | +9.5% | +8.9% |
| 30D | -24.1% | +23.6% | -47.6% | -31.3% |
| 3M | -19.1% | +12.4% | -31.5% | -23.7% |
| 6M | -46.6% | +21.9% | -68.5% | -51.2% |
| YTD | -37.3% | +36.1% | -73.4% | -45.6% |
| 1Y | -53.2% | +39.5% | -92.7% | -59.8% |
| 3Y | +77.1% | +59.1% | +18.0% | +54.9% |
| 5Y | -29.7% | +44.4% | -74.1% | -38.1% |
| All | -29.7% | +57.4% | -87.1% | -38.2% |
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