+19.9%
MA vs BTSG
+116.8%
-96.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.4% | +0.2% |
| 7D | +1.8% | +3.8% | -2.0% | +1.6% |
| 30D | +11.8% | +13.7% | -1.9% | +11.1% |
| 3M | +17.2% | +18.0% | -0.8% | +16.1% |
| 6M | +33.4% | +32.2% | +1.2% | +29.5% |
| YTD | +16.1% | +93.6% | -77.4% | +5.3% |
| 1Y | +19.9% | +115.9% | -96.0% | +5.5% |
| All | +19.9% | +116.8% | -96.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling