+15,762.5%
MA vs BTI
+651.2%
+15,111.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.1% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +11.8% | +9.6% | +2.2% | +7.1% |
| 3M | +17.2% | +8.3% | +8.9% | +12.7% |
| 6M | +33.4% | +7.5% | +25.9% | +27.8% |
| YTD | +16.1% | +12.3% | +3.9% | +8.0% |
| 1Y | +19.9% | +16.2% | +3.7% | +9.5% |
| 3Y | +70.1% | +148.0% | -77.9% | +4.2% |
| 5Y | +89.6% | +153.2% | -63.6% | +13.0% |
| 10Y | +568.4% | +128.2% | +440.2% | +291.5% |
| All | +15,762.5% | +651.2% | +15,111.3% | +4,518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling