+105.5%
MO vs BTSG
+382.3%
-276.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +8.0% | +1.2% |
| 7D | -1.0% | -5.8% | +4.8% | -1.1% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | -4.5% | -4.5% | -0.1% | -4.6% |
| 6M | +5.7% | +40.0% | -34.3% | +6.1% |
| YTD | +23.1% | +54.6% | -31.4% | +23.5% |
| 1Y | +10.9% | +106.1% | -95.2% | +11.1% |
| All | +105.5% | +382.3% | -276.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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