+593.1%
MA vs BTI
+131.8%
+461.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +1.3% | +1.6% | -0.3% | +0.7% |
| 30D | +9.6% | +9.2% | +0.4% | +6.2% |
| 3M | +16.8% | +9.6% | +7.1% | +12.9% |
| 6M | +35.2% | -2.4% | +37.6% | +35.8% |
| YTD | +16.6% | +14.2% | +2.3% | +9.7% |
| 1Y | +19.8% | +20.3% | -0.5% | +10.3% |
| 3Y | +70.7% | +147.4% | -76.7% | +15.9% |
| 5Y | +87.4% | +155.4% | -68.0% | +23.9% |
| All | +593.1% | +131.8% | +461.3% | +314.9% |
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