+14,639.2%
MO vs BTI
+5,940.0%
+8,699.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | +3.6% | -4.8% | +8.4% | +5.5% |
| 3M | -3.7% | -8.1% | +4.4% | -0.6% |
| 6M | +4.5% | -4.2% | +8.7% | +6.0% |
| YTD | +21.5% | -1.3% | +22.8% | +21.9% |
| 1Y | +9.5% | +2.1% | +7.4% | +8.4% |
| 3Y | +93.6% | +108.9% | -15.3% | +47.2% |
| 5Y | +97.5% | +114.5% | -17.0% | +48.2% |
| 10Y | +111.2% | +72.2% | +38.9% | +67.3% |
| All | +14,639.2% | +5,940.0% | +8,699.3% | +3,388.4% |
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