-41.2%
MP vs BTSG
+106.9%
-148.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.6% | +5.9% |
| 7D | -1.6% | +4.4% | -5.9% | -2.5% |
| 30D | -18.2% | +8.5% | -26.7% | -19.7% |
| 3M | -26.1% | +10.8% | -36.9% | -28.1% |
| 6M | -44.0% | +26.1% | -70.1% | -48.6% |
| YTD | -25.3% | +84.6% | -109.9% | -41.3% |
| All | -41.2% | +106.9% | -148.0% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling