+161.3%
BTI vs MAS
+41.7%
+119.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +3.3% | +4.6% | -1.3% | +2.7% |
| 30D | +19.0% | +19.9% | -0.9% | +16.2% |
| 3M | +6.4% | +8.9% | -2.5% | +5.1% |
| 6M | +7.7% | +20.2% | -12.5% | +4.7% |
| YTD | +14.6% | +33.9% | -19.3% | +9.6% |
| 1Y | +22.0% | +34.7% | -12.6% | +16.6% |
| 3Y | +148.4% | +60.4% | +88.0% | +126.9% |
| 5Y | +161.3% | +43.5% | +117.8% | +133.7% |
| All | +161.3% | +41.7% | +119.6% | +133.7% |
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