+463.5%
BTSG vs MTB
+81.1%
+382.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | +0.9% | -4.6% | +5.5% | +2.8% |
| 3M | +1.6% | +6.3% | -4.6% | -1.1% |
| 6M | +46.8% | +15.6% | +31.2% | +37.4% |
| YTD | +65.5% | +20.6% | +45.0% | +51.7% |
| 1Y | +136.2% | +22.5% | +113.7% | +114.1% |
| All | +463.5% | +81.1% | +382.4% | +343.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling