+30.7%
MAS vs BTSG
+448.8%
-418.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -2.6% |
| 7D | +4.6% | +9.4% | -4.8% | +3.0% |
| 30D | +19.9% | +3.3% | +16.6% | +19.1% |
| 3M | +8.9% | +4.5% | +4.4% | +7.8% |
| 6M | +20.2% | +28.0% | -7.9% | +14.7% |
| YTD | +33.9% | +75.9% | -42.0% | +21.0% |
| 1Y | +34.7% | +101.5% | -66.9% | +18.9% |
| All | +30.7% | +448.8% | -418.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling