+13.4%
MAS vs BTSG
+406.1%
-392.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | -5.6% | -3.6% | -1.9% | -5.1% |
| 3M | +4.4% | +5.8% | -1.4% | +3.0% |
| 6M | +7.2% | +44.7% | -37.5% | +0.4% |
| YTD | +16.1% | +62.2% | -46.1% | +6.6% |
| 1Y | +0.1% | +152.1% | -152.0% | -14.9% |
| All | +13.4% | +406.1% | -392.7% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling