+32.9%
MAS vs BTSG
+505.2%
-472.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.8% | +4.0% | -5.9% | -2.5% |
| 30D | +23.6% | +15.3% | +8.3% | +20.6% |
| 3M | +12.4% | +25.4% | -13.0% | +8.1% |
| 6M | +21.9% | +31.9% | -10.0% | +15.8% |
| YTD | +36.1% | +93.9% | -57.8% | +21.2% |
| 1Y | +39.5% | +114.2% | -74.7% | +22.0% |
| All | +32.9% | +505.2% | -472.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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