+72.1%
MA vs BTI
+143.0%
-70.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | +14.7% | +13.0% | +1.7% | +12.7% |
| 3M | +13.5% | +5.3% | +8.2% | +12.6% |
| 6M | +33.1% | +5.3% | +27.8% | +31.8% |
| YTD | +15.1% | +12.4% | +2.7% | +12.9% |
| 1Y | +18.7% | +18.9% | -0.2% | +15.3% |
| 3Y | +72.1% | +144.0% | -72.0% | +50.4% |
| All | +72.1% | +143.0% | -70.9% | +50.4% |
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