+34.9%
MAS vs BTG
+42.0%
-7.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.3% |
| 7D | +2.0% | +17.4% | -15.4% | -0.3% |
| 30D | +19.4% | +8.0% | +11.4% | +17.7% |
| 3M | +9.4% | +32.5% | -23.1% | +4.5% |
| 6M | +15.3% | +21.6% | -6.3% | +10.9% |
| YTD | +31.3% | +21.2% | +10.1% | +26.5% |
| 1Y | +34.9% | +43.9% | -9.0% | +28.1% |
| All | +34.9% | +42.0% | -7.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling