+36.5%
BTDR vs MAS
+61.2%
-24.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.4% | -15.2% | -16.0% |
| 7D | -29.9% | +4.6% | -34.5% | -32.7% |
| 30D | -51.3% | +19.9% | -71.2% | -58.7% |
| 3M | -52.0% | +8.9% | -60.9% | -55.6% |
| 6M | -57.5% | +20.2% | -77.6% | -64.1% |
| YTD | -52.6% | +33.9% | -86.5% | -65.1% |
| 1Y | -76.0% | +34.7% | -110.6% | -82.4% |
| All | +36.5% | +61.2% | -24.7% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling