-9.9%
MDB vs BTSG
+421.3%
-431.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.0% |
| 7D | -18.0% | +5.7% | -23.8% | -18.9% |
| 30D | -10.7% | +0.2% | -10.9% | -11.0% |
| 3M | +1.0% | +5.6% | -4.7% | -2.2% |
| 6M | +31.6% | +50.8% | -19.2% | +14.3% |
| YTD | -15.2% | +67.0% | -82.2% | -28.2% |
| 1Y | +10.1% | +145.5% | -135.4% | -16.4% |
| All | -9.9% | +421.3% | -431.3% | -43.3% |
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 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