+607.1%
MS vs BTI
+115.4%
+491.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.7% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | -3.8% | +13.0% | -16.7% | -8.2% |
| 3M | -14.6% | +5.3% | -19.9% | -16.6% |
| 6M | -5.1% | +5.3% | -10.4% | -8.2% |
| YTD | +4.5% | +12.4% | -7.9% | -2.2% |
| 1Y | +13.5% | +18.9% | -5.4% | +3.6% |
| 3Y | +160.4% | +144.0% | +16.4% | +67.6% |
| 5Y | +112.9% | +156.3% | -43.4% | +31.8% |
| All | +607.1% | +115.4% | +491.7% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling