+513.2%
MA vs BTI
+68.1%
+445.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.7% |
| 30D | +0.8% | -4.8% | +5.5% | +2.5% |
| 3M | +14.8% | -8.1% | +22.9% | +17.9% |
| 6M | +10.0% | -4.2% | +14.2% | +10.7% |
| YTD | -0.1% | -1.3% | +1.2% | -0.9% |
| 1Y | -2.2% | +2.1% | -4.3% | -4.5% |
| 3Y | +39.3% | +108.9% | -69.7% | +0.6% |
| 5Y | +66.3% | +114.5% | -48.1% | +17.4% |
| 10Y | +513.2% | +72.2% | +441.0% | +317.1% |
| All | +513.2% | +68.1% | +445.1% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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