+77.9%
MA vs BTDR
-44.0%
+121.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +10.0% | +1.4% |
| 7D | +1.3% | -6.9% | +8.2% | +1.4% |
| 30D | +9.6% | -31.5% | +41.1% | +10.1% |
| 3M | +16.8% | -36.1% | +52.9% | +17.2% |
| 6M | +35.2% | -57.6% | +92.8% | +36.1% |
| YTD | +16.6% | -50.0% | +66.6% | +16.5% |
| 1Y | +19.8% | -49.6% | +69.4% | +19.5% |
| 3Y | +70.7% | +48.5% | +22.2% | +64.9% |
| 5Y | +87.4% | -43.8% | +131.2% | +85.0% |
| All | +77.9% | -44.0% | +121.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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