+94.5%
MO vs BTI
+108.0%
-13.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.8% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | +5.8% | -3.4% | +9.2% | +7.7% |
| 3M | -4.5% | -9.0% | +4.5% | +0.1% |
| 6M | +5.7% | -5.0% | +10.7% | +8.3% |
| YTD | +23.1% | -0.3% | +23.4% | +23.0% |
| 1Y | +10.9% | +3.1% | +7.8% | +8.8% |
| All | +94.5% | +108.0% | -13.5% | +34.6% |
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