+26.0%
MAR vs BTSG
+113.2%
-87.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | -0.5% | -3.3% | +2.8% | -0.3% |
| 30D | -5.4% | -1.6% | -3.8% | -5.3% |
| 3M | -15.5% | -6.9% | -8.6% | -15.5% |
| 6M | +3.0% | +42.1% | -39.1% | -3.5% |
| YTD | +8.5% | +56.8% | -48.3% | +0.2% |
| 1Y | +26.0% | +109.8% | -83.9% | +12.4% |
| All | +26.0% | +113.2% | -87.2% | +12.4% |
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 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