+67.6%
MSI vs BTI
+105.9%
-38.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.0% | -2.4% | -1.5% | -3.5% |
| 30D | -0.5% | -4.8% | +4.3% | +0.6% |
| 3M | +11.4% | -8.1% | +19.5% | +13.2% |
| 6M | +1.0% | -4.2% | +5.2% | +1.6% |
| YTD | +20.7% | -1.3% | +21.9% | +20.5% |
| 1Y | -2.7% | +2.1% | -4.8% | -3.6% |
| All | +67.6% | +105.9% | -38.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling