+433.8%
MAR vs BTI
+73.8%
+360.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -5.4% | -1.1% | -4.3% | -5.1% |
| 3M | -15.5% | -8.8% | -6.7% | -13.2% |
| 6M | +3.0% | -4.0% | +6.9% | +3.7% |
| YTD | +8.5% | +0.4% | +8.2% | +7.4% |
| 1Y | +26.0% | +1.9% | +24.0% | +23.9% |
| 3Y | +68.6% | +108.5% | -39.9% | +26.7% |
| 5Y | +157.4% | +118.5% | +38.8% | +88.3% |
| All | +433.8% | +73.8% | +360.1% | +298.6% |
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