+123.8%
MP vs BTSG
+459.6%
-335.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +3.0% | +4.5% |
| 7D | -10.5% | +0.4% | -10.9% | -10.6% |
| 30D | -23.5% | +5.3% | -28.8% | -24.5% |
| 3M | -25.4% | +10.8% | -36.2% | -27.4% |
| 6M | -51.3% | +27.3% | -78.6% | -54.5% |
| YTD | -29.9% | +79.3% | -109.2% | -39.8% |
| 1Y | -31.8% | +106.0% | -137.8% | -43.2% |
| All | +123.8% | +459.6% | -335.8% | +33.1% |
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 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