+20.2%
MAS vs BTSG
+23.0%
-2.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -2.5% |
| 7D | +4.6% | +9.4% | -4.8% | +2.9% |
| 30D | +19.9% | +3.3% | +16.6% | +19.1% |
| 3M | +8.9% | +4.5% | +4.4% | +7.9% |
| 6M | +20.2% | +28.0% | -7.9% | +6.7% |
| All | +20.2% | +23.0% | -2.9% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling