-2.6%
MSI vs BTI
+2.8%
-5.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | -0.6% | -3.4% | +2.8% | +0.1% |
| 3M | +13.0% | -9.0% | +22.0% | +15.1% |
| 6M | +0.5% | -5.0% | +5.5% | +1.4% |
| YTD | +21.7% | -0.3% | +22.0% | +21.0% |
| 1Y | -2.6% | +3.1% | -5.7% | -1.4% |
| All | -2.6% | +2.8% | -5.4% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling