+84.3%
MKSI vs BTG
+78.0%
+6.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.7% | -3.8% | +6.4% | +3.6% |
| 30D | -12.8% | +3.6% | -16.4% | -13.8% |
| 3M | -22.5% | +32.0% | -54.5% | -28.5% |
| 6M | +19.4% | +3.4% | +16.0% | +16.4% |
| YTD | +67.7% | +20.8% | +46.9% | +56.7% |
| 1Y | +131.4% | +22.4% | +109.0% | +113.6% |
| 3Y | +197.3% | +91.7% | +105.6% | +136.4% |
| All | +84.3% | +78.0% | +6.3% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling