+7.6%
MOS vs BTI
+115.4%
-107.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.6% |
| 7D | +21.6% | -1.0% | +22.6% | +22.3% |
| 30D | +12.0% | +13.0% | -1.0% | +6.6% |
| 3M | -3.9% | +5.3% | -9.2% | -6.2% |
| 6M | -3.3% | +5.3% | -8.6% | -6.3% |
| YTD | -4.6% | +12.4% | -17.0% | -10.7% |
| 1Y | -7.0% | +18.9% | -25.9% | -15.2% |
| 3Y | -24.4% | +144.0% | -168.5% | -52.3% |
| 5Y | -32.1% | +156.3% | -188.4% | -58.1% |
| All | +7.6% | +115.4% | -107.8% | -26.1% |
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