+6,288.2%
MS vs BTI
+5,213.4%
+1,074.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -0.3% | -6.6% | +6.4% | +2.2% |
| 3M | +0.3% | -3.0% | +3.3% | +0.6% |
| 6M | +31.3% | -6.7% | +38.0% | +33.0% |
| YTD | +24.7% | +0.6% | +24.1% | +22.3% |
| 1Y | +47.9% | +5.6% | +42.3% | +42.1% |
| 3Y | +178.3% | +110.3% | +68.0% | +100.7% |
| 5Y | +144.9% | +114.3% | +30.6% | +73.8% |
| 10Y | +804.5% | +67.7% | +736.9% | +580.3% |
| All | +6,288.2% | +5,213.4% | +1,074.8% | +2,946.8% |
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