+118.3%
MOS vs BTI
+6,669.2%
-6,550.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.1% |
| 7D | +21.6% | -1.0% | +22.6% | +22.1% |
| 30D | +12.0% | +13.0% | -1.0% | +8.2% |
| 3M | -3.9% | +3.7% | -7.6% | -5.0% |
| 6M | -3.3% | +3.7% | -7.0% | -4.9% |
| YTD | -4.6% | +10.6% | -15.3% | -8.2% |
| 1Y | -7.0% | +17.1% | -24.1% | -11.9% |
| 3Y | -24.4% | +140.2% | -164.6% | -42.4% |
| 5Y | -32.1% | +152.2% | -184.3% | -48.8% |
| 10Y | +10.3% | +111.9% | -101.5% | -14.4% |
| All | +118.3% | +6,669.2% | -6,550.9% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling