+117.9%
BTSG vs MTB
+27.0%
+91.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | +17.4% | +2.0% | +15.4% | +16.6% |
| 30D | +12.6% | +2.9% | +9.7% | +11.5% |
| 3M | +11.2% | -10.7% | +21.9% | +14.8% |
| 6M | +30.4% | +6.3% | +24.0% | +27.2% |
| YTD | +86.4% | +13.8% | +72.6% | +73.5% |
| 1Y | +117.9% | +27.7% | +90.2% | +81.5% |
| All | +117.9% | +27.0% | +91.0% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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