+154.4%
BTI vs MAS
+39.9%
+114.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | +3.0% | -1.3% | +1.2% |
| 30D | +9.2% | +22.4% | -13.2% | +6.3% |
| 3M | +9.6% | +14.5% | -4.8% | +7.6% |
| 6M | -2.4% | +27.1% | -29.6% | -5.8% |
| YTD | +14.2% | +35.8% | -21.5% | +9.0% |
| 1Y | +20.3% | +39.4% | -19.1% | +14.5% |
| 3Y | +147.4% | +60.3% | +87.1% | +126.1% |
| All | +154.4% | +39.9% | +114.5% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling