+124.3%
BTSG vs MLM
-16.0%
+140.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +12.4% | +9.0% | +3.4% | +9.9% |
| 3M | +18.2% | -5.6% | +23.8% | +20.5% |
| 6M | +26.0% | -10.7% | +36.7% | +29.5% |
| YTD | +90.1% | -17.2% | +107.3% | +91.6% |
| 1Y | +124.3% | -14.2% | +138.5% | +120.1% |
| All | +124.3% | -16.0% | +140.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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