+7,285.9%
MCO vs BTI
+4,420.5%
+2,865.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | -0.5% | -4.8% | +4.2% | +0.9% |
| 3M | +5.7% | -8.1% | +13.8% | +8.2% |
| 6M | +3.0% | -4.2% | +7.2% | +3.7% |
| YTD | -6.5% | -1.3% | -5.2% | -6.9% |
| 1Y | -5.8% | +2.1% | -7.9% | -7.2% |
| 3Y | +43.1% | +108.9% | -65.8% | +12.3% |
| 5Y | +29.5% | +114.5% | -85.0% | -0.3% |
| 10Y | +388.8% | +72.2% | +316.6% | +290.1% |
| All | +7,285.9% | +4,420.5% | +2,865.5% | +3,899.0% |
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