+144.0%
BTI vs MAS
+58.1%
+85.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.3% |
| 7D | -1.0% | +2.0% | -3.0% | -1.2% |
| 30D | +13.0% | +19.4% | -6.4% | +11.0% |
| 3M | +5.3% | +9.4% | -4.1% | +4.3% |
| 6M | +5.3% | +15.3% | -10.0% | +3.7% |
| YTD | +12.4% | +31.3% | -18.9% | +9.3% |
| 1Y | +18.9% | +34.9% | -15.9% | +15.5% |
| 3Y | +144.0% | +58.6% | +85.4% | +135.3% |
| All | +144.0% | +58.1% | +85.9% | +135.3% |
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 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