+3,874.2%
MSI vs BTI
+6,053.3%
-2,179.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | +6.8% | -6.6% | +13.4% | +8.5% |
| 3M | +14.3% | -3.0% | +17.3% | +14.8% |
| 6M | -1.6% | -6.7% | +5.1% | -0.4% |
| YTD | +22.8% | +0.6% | +22.2% | +22.0% |
| 1Y | -1.1% | +5.6% | -6.7% | -3.0% |
| 3Y | +70.5% | +110.3% | -39.9% | +40.7% |
| 5Y | +102.8% | +114.3% | -11.5% | +65.5% |
| 10Y | +597.4% | +67.7% | +529.8% | +485.4% |
| All | +3,874.2% | +6,053.3% | -2,179.2% | +1,920.1% |
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 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