+40.1%
MA vs BTG
+101.2%
-61.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.4% |
| 7D | -1.8% | +4.8% | -6.6% | -1.8% |
| 30D | +1.4% | +8.3% | -6.9% | +1.4% |
| 3M | +17.7% | +32.3% | -14.6% | +17.7% |
| 6M | +9.7% | +3.0% | +6.7% | +10.0% |
| YTD | +0.5% | +21.9% | -21.4% | +0.1% |
| 1Y | -2.1% | +28.2% | -30.2% | -3.0% |
| 3Y | +40.1% | +99.9% | -59.8% | +34.9% |
| All | +40.1% | +101.2% | -61.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling