-53.2%
BTDR vs MAS
+39.3%
-92.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.5% | +9.6% |
| 7D | +7.7% | -1.8% | +9.5% | +9.0% |
| 30D | -24.1% | +23.6% | -47.6% | -32.9% |
| 3M | -19.1% | +12.4% | -31.5% | -24.5% |
| 6M | -46.6% | +21.9% | -68.5% | -52.0% |
| YTD | -37.3% | +36.1% | -73.4% | -47.1% |
| 1Y | -53.2% | +39.5% | -92.7% | -61.3% |
| All | -53.2% | +39.3% | -92.5% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling