+96.0%
MA vs BTDR
-33.6%
+129.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | +0.3% |
| 7D | -0.3% | +7.1% | -7.5% | -0.5% |
| 30D | +11.3% | -31.4% | +42.7% | +11.8% |
| 3M | +16.7% | -39.2% | +55.9% | +17.3% |
| 6M | +32.8% | -50.9% | +83.7% | +33.4% |
| YTD | +15.6% | -41.0% | +56.7% | +15.3% |
| 1Y | +19.6% | -69.9% | +89.5% | +20.8% |
| 3Y | +72.1% | +87.3% | -15.2% | +65.8% |
| 5Y | +96.0% | -33.6% | +129.7% | +97.3% |
| All | +96.0% | -33.6% | +129.7% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling