+102.7%
MO vs BTI
+118.0%
-15.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +7.1% | -1.1% | +8.2% | +7.8% |
| 3M | -2.0% | -8.8% | +6.8% | +2.7% |
| 6M | +7.3% | -4.0% | +11.3% | +9.3% |
| YTD | +23.5% | +0.4% | +23.1% | +22.7% |
| 1Y | +11.0% | +1.9% | +9.1% | +9.3% |
| 3Y | +95.0% | +108.5% | -13.5% | +32.1% |
| All | +102.7% | +118.0% | -15.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling