+37.5%
MAS vs BTSG
+110.2%
-72.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.2% | +8.5% | -7.3% | -0.1% |
| 30D | +21.6% | +14.0% | +7.6% | +19.1% |
| 3M | +14.1% | +19.7% | -5.6% | +10.7% |
| 6M | +22.6% | +28.7% | -6.1% | +17.5% |
| YTD | +35.4% | +90.8% | -55.3% | +23.7% |
| 1Y | +37.5% | +112.4% | -74.9% | +21.7% |
| All | +37.5% | +110.2% | -72.7% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling