+133,470.8%
MSFT vs BTI
+6,053.3%
+127,417.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +2.7% | -6.6% | +9.3% | +4.1% |
| 3M | +17.0% | -3.0% | +19.9% | +17.3% |
| 6M | +23.8% | -6.7% | +30.5% | +24.8% |
| YTD | +4.0% | +0.6% | +3.4% | +3.0% |
| 1Y | -0.8% | +5.6% | -6.4% | -2.9% |
| 3Y | +55.6% | +110.3% | -54.7% | +29.9% |
| 5Y | +72.9% | +114.3% | -41.4% | +42.8% |
| 10Y | +875.8% | +67.7% | +808.1% | +728.0% |
| All | +133,470.8% | +6,053.3% | +127,417.4% | +58,582.0% |
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