+197.3%
MKSI vs BTI
+109.4%
+87.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -12.8% | -1.1% | -11.7% | -12.9% |
| 3M | -22.5% | -8.8% | -13.8% | -23.2% |
| 6M | +19.4% | -4.0% | +23.3% | +18.2% |
| YTD | +67.7% | +0.4% | +67.4% | +66.5% |
| 1Y | +131.4% | +1.9% | +129.5% | +131.1% |
| 3Y | +197.3% | +108.5% | +88.8% | +163.5% |
| All | +197.3% | +109.4% | +87.9% | +163.5% |
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