+1,357.4%
MKSI vs BTG
+373.5%
+983.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +2.7% | -3.8% | +6.4% | +3.0% |
| 30D | -12.8% | +3.6% | -16.4% | -13.2% |
| 3M | -22.5% | +32.0% | -54.5% | -24.7% |
| 6M | +19.4% | +3.4% | +16.0% | +18.4% |
| YTD | +67.7% | +20.8% | +46.9% | +63.9% |
| 1Y | +131.4% | +22.4% | +109.0% | +125.3% |
| 3Y | +197.3% | +91.7% | +105.6% | +176.2% |
| 5Y | +87.0% | +79.0% | +8.0% | +73.6% |
| 10Y | +522.1% | +152.6% | +369.5% | +453.0% |
| All | +1,357.4% | +373.5% | +983.9% | +1,042.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling