+42.2%
MAS vs BTG
+40.3%
+1.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +3.7% |
| 7D | +3.3% | +19.1% | -15.8% | +0.7% |
| 30D | +25.5% | +8.2% | +17.3% | +23.6% |
| 3M | +11.8% | +13.3% | -1.6% | +9.3% |
| 6M | +21.3% | +8.1% | +13.2% | +18.3% |
| YTD | +37.7% | +27.5% | +10.2% | +31.3% |
| All | +42.2% | +40.3% | +1.9% | +34.1% |
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