+872.1%
MSFT vs BTI
+72.6%
+799.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -3.5% | -2.0% | -1.5% | -3.0% |
| 30D | -2.1% | -3.4% | +1.4% | -1.2% |
| 3M | +24.2% | -9.0% | +33.2% | +26.6% |
| 6M | +21.9% | -5.0% | +26.9% | +22.3% |
| YTD | +2.5% | -0.3% | +2.8% | +1.1% |
| 1Y | -0.8% | +3.1% | -3.9% | -3.2% |
| 3Y | +50.8% | +111.0% | -60.2% | +16.3% |
| 5Y | +73.5% | +117.0% | -43.5% | +30.3% |
| All | +872.1% | +72.6% | +799.5% | +622.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling