+98.6%
MO vs FBTC
+59.7%
+38.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.3% |
| 7D | -1.0% | -5.8% | +4.8% | -1.0% |
| 30D | +5.8% | +21.4% | -15.6% | +5.8% |
| 3M | -4.5% | +24.5% | -29.0% | -4.5% |
| 6M | +5.7% | +9.9% | -4.1% | +5.9% |
| YTD | +23.1% | -12.0% | +35.1% | +23.7% |
| 1Y | +10.9% | -32.3% | +43.2% | +11.7% |
| All | +98.6% | +59.7% | +38.9% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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