+139,197.7%
MSFT vs BTI
+6,795.3%
+132,402.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | -6.2% | -3.0% | -3.2% | -5.7% |
| 30D | -3.7% | +9.8% | -13.5% | -5.6% |
| 3M | +3.6% | +9.2% | -5.5% | +1.6% |
| 6M | +26.8% | +4.0% | +22.7% | +25.0% |
| YTD | +8.4% | +12.7% | -4.2% | +4.7% |
| 1Y | +3.3% | +15.9% | -12.7% | -0.9% |
| 3Y | +44.3% | +148.9% | -104.7% | +16.2% |
| 5Y | +63.3% | +152.8% | -89.4% | +30.2% |
| 10Y | +894.4% | +124.2% | +770.1% | +696.1% |
| All | +139,197.7% | +6,795.3% | +132,402.5% | +59,602.5% |
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