-39.9%
BTDR vs MAS
+52.4%
-92.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.5% | +14.8% | +13.9% |
| 7D | -10.4% | +2.4% | -12.7% | -11.4% |
| 30D | -42.2% | +19.8% | -62.0% | -47.0% |
| 3M | -42.8% | +9.8% | -52.7% | -45.4% |
| 6M | -60.2% | +15.8% | -75.9% | -62.8% |
| YTD | -46.3% | +31.8% | -78.2% | -52.9% |
| 1Y | -71.7% | +35.4% | -107.0% | -75.4% |
| 3Y | +54.6% | +59.2% | -4.6% | +37.2% |
| 5Y | -39.5% | +41.2% | -80.8% | -46.1% |
| All | -39.9% | +52.4% | -92.2% | -46.5% |
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