-2.2%
MA vs BTDR
-4.6%
+2.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -3.5% | +14.8% | -18.3% | -3.3% |
| 30D | +0.8% | +41.8% | -41.0% | +1.3% |
| 3M | +14.8% | -29.2% | +44.0% | +14.4% |
| 6M | +10.0% | +66.2% | -56.2% | +9.6% |
| YTD | -0.1% | +10.0% | -10.1% | -0.7% |
| 1Y | -2.2% | -11.0% | +8.8% | -5.2% |
| All | -2.2% | -4.6% | +2.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling