-2.7%
MSCI vs BTI
+3.8%
-6.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -1.7% | -7.0% | +5.3% | -1.0% |
| 3M | -8.2% | -6.3% | -1.9% | -7.3% |
| 6M | -2.4% | -2.0% | -0.5% | -2.0% |
| YTD | -2.8% | +0.2% | -3.0% | -3.0% |
| 1Y | -2.7% | +3.8% | -6.4% | +0.6% |
| All | -2.7% | +3.8% | -6.4% | +0.6% |
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