+157.0%
MKSI vs BTG
+38.4%
+118.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | -16.8% | +36.8% | -53.6% | -24.7% |
| 3M | -21.1% | +23.1% | -44.2% | -26.6% |
| 6M | +10.8% | +3.5% | +7.4% | +6.5% |
| YTD | +63.3% | +25.5% | +37.8% | +50.4% |
| 1Y | +157.0% | +40.1% | +116.9% | +135.8% |
| All | +157.0% | +38.4% | +118.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling