+32.1%
MA vs BTSG
+421.3%
-389.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | -1.8% | +5.7% | -7.5% | -2.3% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | +17.7% | +5.6% | +12.1% | +16.4% |
| 6M | +9.7% | +50.8% | -41.1% | +3.4% |
| YTD | +0.5% | +67.0% | -66.6% | -6.5% |
| 1Y | -2.1% | +145.5% | -147.6% | -13.2% |
| All | +32.1% | +421.3% | -389.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling