+23.8%
BTDR vs MAS
+34.2%
-10.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.2% | +3.1% |
| 7D | +20.0% | -0.8% | +20.7% | +20.4% |
| 30D | +11.9% | -5.6% | +17.5% | +15.2% |
| 3M | -36.9% | +4.4% | -41.4% | -38.0% |
| 6M | +56.5% | +7.2% | +49.3% | +52.3% |
| YTD | +10.4% | +16.1% | -5.7% | +3.4% |
| 1Y | +3.1% | +0.1% | +3.0% | +1.9% |
| 3Y | -2.6% | +28.3% | -30.9% | -7.2% |
| 5Y | +25.2% | +30.5% | -5.3% | +18.9% |
| All | +23.8% | +34.2% | -10.4% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling