-8.8%
MOS vs BTI
+16.0%
-24.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +19.7% | -2.9% | +22.6% | +19.9% |
| 30D | +21.5% | +8.3% | +13.2% | +21.6% |
| 3M | -0.4% | +2.9% | -3.3% | 0.0% |
| 6M | +4.5% | +6.2% | -1.7% | +4.8% |
| YTD | -2.9% | +10.9% | -13.8% | -3.2% |
| All | -8.8% | +16.0% | -24.9% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling