+57.4%
MAR vs BTSG
+111.7%
-54.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.7% | +17.4% | -9.7% | +6.2% |
| 30D | +19.4% | +12.6% | +6.8% | +18.1% |
| 3M | +23.3% | +11.2% | +12.1% | +22.1% |
| 6M | +22.8% | +30.4% | -7.5% | +17.9% |
| YTD | +37.8% | +86.4% | -48.6% | +22.7% |
| 1Y | +57.4% | +117.9% | -60.6% | +29.8% |
| All | +57.4% | +111.7% | -54.3% | +29.8% |
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 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