+34.9%
MAS vs BTSG
+104.4%
-69.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +19.4% | +5.3% | +14.1% | +18.4% |
| 3M | +9.4% | +10.8% | -1.4% | +7.4% |
| 6M | +15.3% | +27.3% | -12.0% | +11.0% |
| YTD | +31.3% | +79.3% | -48.0% | +21.3% |
| 1Y | +34.9% | +106.0% | -71.1% | +19.3% |
| All | +34.9% | +104.4% | -69.5% | +19.3% |
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