-27.5%
MOS vs BTI
+146.0%
-173.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.5% | -3.0% | +8.5% | +5.9% |
| 30D | +21.0% | +9.8% | +11.2% | +19.8% |
| 3M | -0.5% | +9.2% | -9.6% | -1.3% |
| 6M | +6.6% | +4.0% | +2.5% | +6.2% |
| YTD | -2.8% | +12.7% | -15.5% | -4.5% |
| 1Y | -8.1% | +15.9% | -24.0% | -10.3% |
| All | -27.5% | +146.0% | -173.5% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling