+120.1%
MAR vs BTI
+149.4%
-29.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +13.8% | +9.2% | +4.6% | +12.5% |
| 3M | +20.3% | +9.6% | +10.6% | +18.8% |
| 6M | +21.3% | -2.4% | +23.8% | +21.2% |
| YTD | +37.2% | +14.2% | +23.0% | +34.9% |
| 1Y | +48.4% | +20.3% | +28.1% | +45.3% |
| 3Y | +120.1% | +147.4% | -27.3% | +93.5% |
| All | +120.1% | +149.4% | -29.3% | +93.5% |
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