+30.0%
MTZ vs BTSG
+152.4%
-122.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.8% |
| 7D | -1.6% | +2.7% | -4.3% | -3.2% |
| 30D | -11.1% | -3.6% | -7.4% | -9.4% |
| 3M | -36.7% | +5.8% | -42.5% | -36.3% |
| 6M | -21.9% | +44.7% | -66.7% | -31.6% |
| YTD | +9.1% | +62.2% | -53.0% | -9.3% |
| 1Y | +30.0% | +152.1% | -122.1% | -9.4% |
| All | +30.0% | +152.4% | -122.5% | -9.4% |
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