-34.0%
MOS vs BTI
+151.5%
-185.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.6% |
| 7D | -2.6% | -3.2% | +0.7% | -1.5% |
| 30D | +13.5% | +9.7% | +3.8% | +10.1% |
| 3M | -2.9% | +11.1% | -14.0% | -6.3% |
| 6M | -1.0% | -1.2% | +0.2% | -0.9% |
| YTD | -7.2% | +12.7% | -19.9% | -12.3% |
| 1Y | -11.4% | +15.8% | -27.2% | -17.4% |
| 3Y | -29.0% | +148.9% | -177.9% | -57.1% |
| 5Y | -34.0% | +151.9% | -185.9% | -64.3% |
| All | -34.0% | +151.5% | -185.5% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling