+560.2%
BTSG vs MLM
+5.5%
+554.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +4.0% | -5.8% | +9.9% | +6.3% |
| 30D | +15.3% | +9.8% | +5.4% | +11.4% |
| 3M | +25.4% | -5.2% | +30.6% | +27.7% |
| 6M | +31.9% | -10.3% | +42.2% | +36.3% |
| YTD | +93.9% | -15.5% | +109.4% | +102.3% |
| 1Y | +114.2% | -15.0% | +129.2% | +123.0% |
| All | +560.2% | +5.5% | +554.6% | +511.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling