+433.9%
BTSG vs MKC
-20.3%
+454.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | -3.3% | -1.5% | -1.8% | -3.2% |
| 30D | -1.6% | -3.1% | +1.5% | -1.3% |
| 3M | -6.9% | +5.2% | -12.1% | -7.3% |
| 6M | +42.1% | -12.8% | +54.9% | +44.6% |
| YTD | +56.8% | -23.3% | +80.1% | +62.6% |
| 1Y | +109.8% | -24.1% | +133.9% | +117.9% |
| All | +433.9% | -20.3% | +454.3% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling