+214.8%
MAS vs BTG
+144.7%
+70.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.8% |
| 7D | +3.6% | +13.0% | -9.4% | +2.5% |
| 30D | +23.8% | +1.1% | +22.7% | +23.5% |
| 3M | +14.4% | +5.3% | +9.1% | +13.7% |
| 6M | +19.7% | +1.1% | +18.7% | +18.9% |
| YTD | +36.0% | +19.2% | +16.7% | +32.6% |
| 1Y | +40.4% | +31.5% | +8.9% | +35.9% |
| 3Y | +58.9% | +94.3% | -35.4% | +47.3% |
| 5Y | +44.5% | +41.8% | +2.8% | +35.1% |
| 10Y | +214.8% | +162.9% | +51.9% | +189.6% |
| All | +214.8% | +144.7% | +70.0% | +189.6% |
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