+556.2%
MS vs BTI
+124.3%
+431.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.6% |
| 30D | +0.9% | +9.8% | -8.8% | -2.7% |
| 3M | -10.8% | +9.2% | -20.0% | -14.1% |
| 6M | +0.9% | +4.0% | -3.1% | -2.0% |
| YTD | +9.8% | +12.7% | -2.9% | +2.4% |
| 1Y | +17.1% | +15.9% | +1.1% | +7.8% |
| 3Y | +175.7% | +148.9% | +26.8% | +74.0% |
| 5Y | +125.9% | +152.8% | -26.9% | +39.3% |
| 10Y | +556.2% | +124.2% | +431.9% | +316.5% |
| All | +556.2% | +124.3% | +431.9% | +316.5% |
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