+102.8%
MO vs BTSG
+416.6%
-313.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -2.4% | +2.9% | -5.3% | -2.3% |
| 30D | +3.6% | +0.9% | +2.7% | +3.6% |
| 3M | -3.7% | +1.6% | -5.3% | -3.7% |
| 6M | +4.5% | +46.8% | -42.3% | +5.0% |
| YTD | +21.5% | +65.5% | -44.0% | +22.1% |
| 1Y | +9.5% | +136.2% | -126.7% | +9.8% |
| All | +102.8% | +416.6% | -313.8% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling