+71.4%
BTI vs MTCH
+208.0%
-136.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -1.1% | +15.9% | -17.0% | -2.2% |
| 3M | -8.8% | +23.3% | -32.0% | -10.3% |
| 6M | -4.0% | +40.1% | -44.1% | -6.6% |
| YTD | +0.4% | +33.6% | -33.2% | -2.2% |
| 1Y | +1.9% | +14.1% | -12.2% | +0.5% |
| 3Y | +108.5% | +1.4% | +107.1% | +105.3% |
| 5Y | +118.5% | -73.1% | +191.7% | +136.3% |
| All | +71.4% | +208.0% | -136.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling