+34.1%
MA vs BTSG
+406.1%
-372.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.7% | +2.7% | -5.4% | -3.0% |
| 30D | +1.5% | -3.6% | +5.2% | +1.8% |
| 3M | +20.4% | +5.8% | +14.6% | +19.0% |
| 6M | +11.1% | +44.7% | -33.6% | +5.3% |
| YTD | +2.0% | +62.2% | -60.2% | -4.9% |
| 1Y | -2.2% | +152.1% | -154.2% | -13.7% |
| All | +34.1% | +406.1% | -372.0% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling