-16.0%
MDB vs BTSG
+504.1%
-520.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.4% | +0.6% |
| 7D | -1.0% | +3.8% | -4.8% | -1.6% |
| 30D | -14.0% | +13.7% | -27.7% | -15.9% |
| 3M | -20.3% | +18.0% | -38.3% | -23.0% |
| 6M | +10.9% | +32.2% | -21.4% | +1.6% |
| YTD | -20.9% | +93.6% | -114.5% | -34.9% |
| 1Y | -11.2% | +115.9% | -127.1% | -29.1% |
| All | -16.0% | +504.1% | -520.1% | -48.6% |
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