+20.9%
MS vs BTI
+24.7%
-3.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +4.5% |
| 7D | +2.6% | +5.3% | -2.7% | +3.1% |
| 30D | +2.6% | +19.1% | -16.5% | +4.5% |
| 3M | -10.1% | +6.5% | -16.6% | -9.2% |
| 6M | +4.4% | +9.4% | -5.0% | +4.9% |
| YTD | +11.7% | +14.4% | -2.7% | +11.5% |
| 1Y | +20.9% | +23.9% | -2.9% | +17.6% |
| All | +20.9% | +24.7% | -3.7% | +17.6% |
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