+452.1%
BTSG vs MTB
+82.5%
+369.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | -3.6% | -4.2% | +0.6% | -1.9% |
| 3M | +5.8% | +8.9% | -3.1% | +2.0% |
| 6M | +44.7% | +10.9% | +33.9% | +37.9% |
| YTD | +62.2% | +21.5% | +40.7% | +48.1% |
| 1Y | +152.1% | +21.9% | +130.2% | +129.1% |
| All | +452.1% | +82.5% | +369.5% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling