+1,591.5%
BTI vs MOH
+1,358.8%
+232.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -1.1% | -0.9% | -0.2% | -1.0% |
| 3M | -8.8% | +5.7% | -14.5% | -9.6% |
| 6M | -4.0% | +39.1% | -43.1% | -8.2% |
| YTD | +0.4% | +17.7% | -17.3% | -3.0% |
| 1Y | +1.9% | +8.4% | -6.5% | -1.0% |
| 3Y | +108.5% | -36.6% | +145.1% | +111.7% |
| 5Y | +118.5% | -19.1% | +137.6% | +113.0% |
| 10Y | +75.1% | +262.8% | -187.7% | +35.3% |
| All | +1,591.5% | +1,358.8% | +232.7% | +909.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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