+2,494.1%
MA vs BTG
+332.2%
+2,161.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +1.3% | -9.1% | +10.4% | +1.7% |
| 30D | +9.6% | -1.6% | +11.2% | +9.6% |
| 3M | +16.8% | -2.8% | +19.6% | +16.7% |
| 6M | +35.2% | -7.6% | +42.8% | +35.1% |
| YTD | +16.6% | +10.2% | +6.3% | +15.2% |
| 1Y | +19.8% | +21.3% | -1.5% | +17.8% |
| 3Y | +70.7% | +82.7% | -12.0% | +63.2% |
| 5Y | +87.4% | +30.8% | +56.6% | +80.8% |
| 10Y | +570.0% | +163.7% | +406.3% | +524.7% |
| All | +2,494.1% | +332.2% | +2,161.9% | +2,252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling