+52.7%
MA vs BTSG
+504.1%
-451.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.4% | 0.0% |
| 7D | +1.8% | +3.8% | -2.0% | +1.4% |
| 30D | +11.8% | +13.7% | -1.9% | +10.4% |
| 3M | +17.2% | +18.0% | -0.8% | +15.1% |
| 6M | +33.4% | +32.2% | +1.2% | +28.6% |
| YTD | +16.1% | +93.6% | -77.4% | +6.4% |
| 1Y | +19.9% | +115.9% | -96.0% | +8.4% |
| All | +52.7% | +504.1% | -451.4% | +26.8% |
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