+1,465.8%
MAR vs BTG
+378.0%
+1,087.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -1.7% | +4.8% | -6.5% | -2.0% |
| 30D | -6.9% | +8.3% | -15.3% | -7.3% |
| 3M | -15.8% | +32.3% | -48.1% | -17.2% |
| 6M | +1.9% | +3.0% | -1.0% | +1.3% |
| YTD | +6.6% | +21.9% | -15.3% | +4.8% |
| 1Y | +23.7% | +28.2% | -4.5% | +20.9% |
| 3Y | +64.6% | +99.9% | -35.3% | +55.9% |
| 5Y | +156.4% | +73.6% | +82.8% | +143.2% |
| 10Y | +415.4% | +136.5% | +278.8% | +369.0% |
| All | +1,465.8% | +378.0% | +1,087.9% | +1,084.2% |
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