+3,168.2%
MAR vs BTI
+2,795.9%
+372.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | +13.8% | +9.2% | +4.6% | +11.1% |
| 3M | +20.3% | +9.6% | +10.6% | +17.2% |
| 6M | +21.3% | -2.4% | +23.8% | +21.7% |
| YTD | +37.2% | +14.2% | +23.0% | +31.5% |
| 1Y | +48.4% | +20.3% | +28.1% | +40.3% |
| 3Y | +120.1% | +147.4% | -27.3% | +69.0% |
| 5Y | +182.1% | +155.4% | +26.6% | +113.6% |
| 10Y | +530.2% | +127.3% | +402.9% | +379.3% |
| All | +3,168.2% | +2,795.9% | +372.3% | +1,921.1% |
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