+250.0%
MP vs BTSG
+421.3%
-171.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.9% |
| 7D | +3.0% | +5.7% | -2.7% | +1.7% |
| 30D | +8.3% | +0.2% | +8.1% | +8.1% |
| 3M | -3.8% | +5.6% | -9.5% | -5.8% |
| 6M | -4.9% | +50.8% | -55.7% | -14.7% |
| YTD | +9.6% | +67.0% | -57.4% | -4.1% |
| 1Y | -11.7% | +145.5% | -157.2% | -29.4% |
| All | +250.0% | +421.3% | -171.3% | +112.0% |
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