-39.9%
BTDR vs MAS
+51.8%
-91.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.9% | +15.2% | +14.1% |
| 7D | -10.4% | +2.0% | -12.3% | -11.3% |
| 30D | -42.2% | +19.4% | -61.5% | -47.0% |
| 3M | -42.8% | +9.4% | -52.2% | -45.3% |
| 6M | -60.2% | +15.3% | -75.5% | -62.7% |
| YTD | -46.3% | +31.3% | -77.7% | -52.8% |
| 1Y | -71.7% | +34.9% | -106.5% | -75.4% |
| 3Y | +54.6% | +58.6% | -4.0% | +37.4% |
| 5Y | -39.5% | +40.7% | -80.2% | -46.0% |
| All | -39.9% | +51.8% | -91.7% | -46.4% |
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