+28.7%
MAS vs BTSG
+459.6%
-430.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +19.8% | +5.3% | +14.6% | +18.7% |
| 3M | +9.8% | +10.8% | -1.0% | +7.7% |
| 6M | +15.8% | +27.3% | -11.6% | +10.6% |
| YTD | +31.8% | +79.3% | -47.5% | +18.8% |
| 1Y | +35.4% | +106.0% | -70.6% | +19.1% |
| All | +28.7% | +459.6% | -430.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling