-57.3%
BTDR vs MAS
+39.2%
-96.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | -7.4% | +3.6% | -11.0% | -8.7% |
| 30D | -33.4% | +23.8% | -57.3% | -41.2% |
| 3M | -26.3% | +14.4% | -40.7% | -32.0% |
| 6M | -52.4% | +19.7% | -72.2% | -56.9% |
| YTD | -42.8% | +36.0% | -78.8% | -51.7% |
| All | -57.3% | +39.2% | -96.5% | -64.7% |
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