+40.2%
MSI vs BTI
+18.0%
+22.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.9% |
| 30D | +17.6% | +9.2% | +8.4% | +15.3% |
| 3M | +14.5% | +9.6% | +4.9% | +12.2% |
| 6M | +34.3% | -2.4% | +36.7% | +35.1% |
| YTD | +39.7% | +14.2% | +25.5% | +35.4% |
| 1Y | +40.2% | +20.3% | +19.9% | +35.6% |
| All | +40.2% | +18.0% | +22.1% | +35.6% |
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 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