+92.1%
MA vs BTG
+33.0%
+59.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | -1.8% | +1.4% | -3.1% | -1.9% |
| 30D | +11.0% | -1.1% | +12.2% | +10.9% |
| 3M | +17.9% | +2.5% | +15.3% | +17.4% |
| 6M | +33.2% | -3.1% | +36.2% | +33.0% |
| YTD | +16.5% | +16.3% | +0.2% | +13.8% |
| 1Y | +19.1% | +27.6% | -8.5% | +15.2% |
| 3Y | +70.6% | +89.5% | -19.0% | +53.0% |
| 5Y | +92.1% | +33.6% | +58.5% | +92.6% |
| All | +92.1% | +33.0% | +59.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling