+224.3%
MAS vs BTG
+148.3%
+76.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +4.1% |
| 7D | +3.3% | +19.1% | -15.8% | +1.8% |
| 30D | +25.5% | +8.2% | +17.3% | +24.5% |
| 3M | +11.8% | +13.3% | -1.6% | +10.4% |
| 6M | +21.3% | +8.1% | +13.2% | +19.8% |
| YTD | +37.7% | +27.5% | +10.2% | +33.7% |
| 1Y | +41.0% | +47.1% | -6.1% | +35.4% |
| 3Y | +63.0% | +105.8% | -42.8% | +50.5% |
| 5Y | +44.1% | +55.8% | -11.7% | +33.8% |
| 10Y | +224.3% | +161.8% | +62.5% | +197.9% |
| All | +224.3% | +148.3% | +76.0% | +197.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling