+584.1%
MA vs BTG
+167.5%
+416.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.0% |
| 7D | -0.5% | -5.9% | +5.4% | -0.2% |
| 30D | +7.9% | -5.0% | +12.9% | +8.1% |
| 3M | +16.8% | -4.5% | +21.2% | +16.8% |
| 6M | +31.0% | -7.0% | +38.0% | +31.0% |
| YTD | +15.0% | +11.4% | +3.7% | +12.9% |
| 1Y | +17.0% | +20.1% | -3.1% | +14.1% |
| 3Y | +68.5% | +81.5% | -13.0% | +56.2% |
| 5Y | +85.0% | +32.1% | +52.8% | +73.8% |
| All | +584.1% | +167.5% | +416.6% | +543.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling