+147.2%
MKSI vs BTSG
+389.4%
-242.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +2.7% | -3.3% | +6.0% | +4.0% |
| 30D | -12.8% | -1.6% | -11.2% | -12.5% |
| 3M | -22.5% | -6.9% | -15.6% | -21.1% |
| 6M | +19.4% | +42.1% | -22.7% | +3.1% |
| YTD | +67.7% | +56.8% | +10.9% | +39.4% |
| 1Y | +131.4% | +109.8% | +21.6% | +72.8% |
| All | +147.2% | +389.4% | -242.2% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling