+117.9%
BTSG vs MDY
+17.5%
+100.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.8% |
| 7D | +17.4% | +1.7% | +15.7% | +14.8% |
| 30D | +12.6% | +1.2% | +11.4% | +10.7% |
| 3M | +11.2% | -3.5% | +14.7% | +16.3% |
| 6M | +30.4% | +3.5% | +26.8% | +24.7% |
| YTD | +86.4% | +13.6% | +72.8% | +58.1% |
| 1Y | +117.9% | +17.1% | +100.9% | +76.3% |
| All | +117.9% | +17.5% | +100.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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