+0.6%
MOS vs BTI
+124.3%
-123.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.5% | -3.0% | +8.5% | +6.8% |
| 30D | +21.0% | +9.8% | +11.2% | +16.4% |
| 3M | -0.5% | +9.2% | -9.6% | -4.3% |
| 6M | +6.6% | +4.0% | +2.5% | +3.8% |
| YTD | -2.8% | +12.7% | -15.5% | -9.2% |
| 1Y | -8.1% | +15.9% | -24.0% | -15.4% |
| 3Y | -25.6% | +148.9% | -174.5% | -54.0% |
| 5Y | -29.8% | +152.8% | -182.5% | -56.9% |
| 10Y | +0.6% | +124.2% | -123.7% | -34.5% |
| All | +0.6% | +124.3% | -123.7% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling