+149.4%
MAR vs BTI
+118.0%
+31.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -15.5% | -8.8% | -6.7% | -13.8% |
| 6M | +3.0% | -4.0% | +6.9% | +3.6% |
| YTD | +8.5% | +0.4% | +8.2% | +7.8% |
| 1Y | +26.0% | +1.9% | +24.0% | +24.5% |
| 3Y | +68.6% | +108.5% | -39.9% | +32.7% |
| All | +149.4% | +118.0% | +31.4% | +91.8% |
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