+61.7%
MAS vs BTG
+73.8%
-12.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.6% | -3.8% |
| 7D | +4.6% | +5.6% | -1.1% | +3.9% |
| 30D | +19.9% | +1.2% | +18.7% | +19.5% |
| 3M | +8.9% | +29.0% | -20.1% | +5.7% |
| 6M | +20.2% | +25.4% | -5.2% | +16.6% |
| YTD | +33.9% | +18.3% | +15.6% | +30.0% |
| 1Y | +34.7% | +32.4% | +2.3% | +29.7% |
| All | +61.7% | +73.8% | -12.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling