+5,256.1%
MS vs BTI
+5,745.2%
-489.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.8% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | -3.8% | +13.0% | -16.7% | -8.3% |
| 3M | -14.6% | +3.7% | -18.3% | -16.1% |
| 6M | -5.1% | +3.7% | -8.7% | -7.7% |
| YTD | +4.5% | +10.6% | -6.1% | -1.4% |
| 1Y | +13.5% | +17.1% | -3.5% | +4.7% |
| 3Y | +160.4% | +140.2% | +20.2% | +78.0% |
| 5Y | +112.9% | +152.2% | -39.4% | +41.5% |
| 10Y | +633.4% | +111.9% | +521.5% | +404.2% |
| All | +5,256.1% | +5,745.2% | -489.1% | +2,356.8% |
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 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