+211.6%
MAS vs BTG
+167.5%
+44.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | +1.2% | -5.9% | +7.0% | +1.7% |
| 30D | +21.6% | -5.0% | +26.6% | +21.9% |
| 3M | +14.1% | -4.5% | +18.6% | +14.3% |
| 6M | +22.6% | -7.0% | +29.6% | +22.6% |
| YTD | +35.4% | +11.4% | +24.1% | +32.9% |
| 1Y | +37.5% | +20.1% | +17.3% | +34.1% |
| 3Y | +58.3% | +81.5% | -23.2% | +47.6% |
| 5Y | +39.1% | +32.1% | +6.9% | +30.7% |
| All | +211.6% | +167.5% | +44.1% | +188.0% |
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