+145.0%
MP vs BTSG
+493.4%
-348.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +9.5% | +6.0% | +3.4% | +8.0% |
| 30D | -3.0% | +12.4% | -15.4% | -5.7% |
| 3M | -30.4% | +18.2% | -48.6% | -33.2% |
| 6M | -39.2% | +26.0% | -65.2% | -43.0% |
| YTD | -23.3% | +90.1% | -113.4% | -35.0% |
| 1Y | -32.6% | +124.3% | -156.9% | -45.0% |
| All | +145.0% | +493.4% | -348.4% | +43.8% |
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