+6,024.9%
BTI vs MAS
+1,430.5%
+4,594.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -6.6% | -5.6% | -1.1% | -5.7% |
| 3M | -3.0% | +4.4% | -7.4% | -4.0% |
| 6M | -6.7% | +7.2% | -13.9% | -8.3% |
| YTD | +0.6% | +16.1% | -15.6% | -2.7% |
| 1Y | +5.6% | +0.1% | +5.5% | +4.6% |
| 3Y | +110.3% | +28.3% | +82.0% | +97.0% |
| 5Y | +114.3% | +30.5% | +83.8% | +97.3% |
| 10Y | +67.7% | +139.1% | -71.5% | +36.9% |
| All | +6,024.9% | +1,430.5% | +4,594.4% | +3,087.1% |
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