+42.2%
MA vs BTI
+114.2%
-72.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | +1.5% | -6.6% | +8.1% | +2.5% |
| 3M | +20.4% | -3.0% | +23.4% | +20.8% |
| 6M | +11.1% | -6.7% | +17.8% | +12.0% |
| YTD | +2.0% | +0.6% | +1.4% | +1.5% |
| 1Y | -2.2% | +5.6% | -7.7% | -3.5% |
| All | +42.2% | +114.2% | -72.0% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling