+67.5%
MA vs BTI
+115.0%
-47.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | +1.4% | -7.0% | +8.5% | +3.2% |
| 3M | +17.7% | -6.3% | +24.1% | +19.4% |
| 6M | +9.7% | -2.0% | +11.6% | +9.6% |
| YTD | +0.5% | +0.2% | +0.3% | -0.5% |
| 1Y | -2.1% | +3.8% | -5.9% | -4.1% |
| 3Y | +40.1% | +112.1% | -72.0% | +7.3% |
| 5Y | +67.5% | +113.6% | -46.1% | +23.7% |
| All | +67.5% | +115.0% | -47.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling