+152.2%
MMM vs BTSG
+504.1%
-351.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -0.2% |
| 7D | +7.0% | +3.8% | +3.2% | +6.4% |
| 30D | +18.4% | +13.7% | +4.7% | +16.3% |
| 3M | +4.5% | +18.0% | -13.5% | +2.0% |
| 6M | +33.4% | +32.2% | +1.2% | +27.2% |
| YTD | +20.0% | +93.6% | -73.6% | +7.1% |
| 1Y | +15.0% | +115.9% | -100.9% | +0.7% |
| All | +152.2% | +504.1% | -351.8% | +95.3% |
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