-49.6%
BTDR vs MAS
+38.5%
-88.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.9% | -8.8% |
| 7D | -6.9% | +3.0% | -9.9% | -8.1% |
| 30D | -31.5% | +22.4% | -54.0% | -38.9% |
| 3M | -36.1% | +14.5% | -50.6% | -40.8% |
| 6M | -57.6% | +27.1% | -84.8% | -62.4% |
| YTD | -50.0% | +35.8% | -85.8% | -56.5% |
| 1Y | -49.6% | +39.4% | -89.0% | -57.0% |
| All | -49.6% | +38.5% | -88.1% | -57.0% |
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