+2,492.3%
MA vs BTG
+355.9%
+2,136.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +17.9% | +2.5% | +15.3% | +17.6% |
| 6M | +33.2% | -3.1% | +36.2% | +32.9% |
| YTD | +16.5% | +16.3% | +0.2% | +14.9% |
| 1Y | +19.1% | +27.6% | -8.5% | +16.9% |
| 3Y | +70.6% | +89.5% | -19.0% | +62.9% |
| 5Y | +92.1% | +33.6% | +58.5% | +85.2% |
| 10Y | +569.6% | +178.2% | +391.4% | +522.9% |
| All | +2,492.3% | +355.9% | +2,136.3% | +2,245.7% |
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