+2,739.7%
MSCI vs BTI
+380.9%
+2,358.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.4% |
| 7D | +1.5% | -2.9% | +4.4% | +2.8% |
| 30D | +14.4% | +8.3% | +6.1% | +10.6% |
| 3M | +15.2% | +2.9% | +12.3% | +13.6% |
| 6M | +11.2% | +6.2% | +5.0% | +7.6% |
| YTD | +13.9% | +10.9% | +3.0% | +7.3% |
| 1Y | +12.5% | +16.6% | -4.1% | +3.5% |
| 3Y | +32.3% | +142.2% | -110.0% | -14.4% |
| 5Y | +4.9% | +151.3% | -146.4% | -34.4% |
| 10Y | +779.7% | +113.9% | +665.8% | +452.9% |
| All | +2,739.7% | +380.9% | +2,358.8% | +1,031.6% |
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 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