+42.7%
MKSI vs BTI
+24.7%
+18.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.4% | -8.4% | -3.6% |
| 7D | -10.7% | +5.3% | -16.0% | -8.7% |
| 30D | -30.5% | +19.1% | -49.6% | -26.0% |
| 3M | -39.2% | +6.5% | -45.7% | -36.4% |
| 6M | -33.0% | +9.4% | -42.4% | -31.6% |
| YTD | +22.3% | +14.4% | +7.9% | +22.0% |
| 1Y | +42.7% | +23.9% | +18.8% | +35.9% |
| All | +42.7% | +24.7% | +18.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling