-8.7%
MSCI vs BTI
+118.0%
-126.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -1.1% | -1.1% | -0.1% | -0.9% |
| 3M | -6.3% | -8.8% | +2.4% | -4.4% |
| 6M | +2.1% | -4.0% | +6.1% | +2.6% |
| YTD | -2.3% | +0.4% | -2.6% | -3.1% |
| 1Y | -3.9% | +1.9% | -5.8% | -5.3% |
| 3Y | +7.5% | +108.5% | -101.1% | -16.0% |
| All | -8.7% | +118.0% | -126.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling