+39.7%
MAR vs BTSG
+382.3%
-342.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +0.2% |
| 7D | -2.1% | -5.8% | +3.7% | -1.3% |
| 30D | -5.7% | 0.0% | -5.6% | -5.8% |
| 3M | -14.6% | -4.5% | -10.2% | -14.8% |
| 6M | +1.3% | +40.0% | -38.7% | -5.9% |
| YTD | +6.7% | +54.6% | -47.9% | -2.9% |
| 1Y | +26.4% | +106.1% | -79.7% | +8.8% |
| All | +39.7% | +382.3% | -342.6% | +3.5% |
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