+212.3%
MAS vs BTG
+164.8%
+47.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +3.0% | -9.1% | +12.1% | +3.8% |
| 30D | +22.4% | -1.6% | +24.0% | +22.4% |
| 3M | +14.5% | -2.8% | +17.3% | +14.5% |
| 6M | +27.1% | -7.6% | +34.7% | +27.1% |
| YTD | +35.8% | +10.2% | +25.5% | +33.3% |
| 1Y | +39.4% | +21.3% | +18.2% | +35.9% |
| 3Y | +60.3% | +82.7% | -22.4% | +49.4% |
| 5Y | +39.4% | +30.8% | +8.6% | +31.2% |
| All | +212.3% | +164.8% | +47.5% | +188.9% |
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