+185.0%
MTZ vs BTSG
+495.4%
-310.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.4% |
| 7D | +16.5% | +8.5% | +8.0% | +12.2% |
| 30D | -10.2% | +14.0% | -24.2% | -15.6% |
| 3M | -34.2% | +19.7% | -53.9% | -39.6% |
| 6M | -56.0% | +28.7% | -84.7% | -60.1% |
| YTD | -14.8% | +90.8% | -105.6% | -34.3% |
| 1Y | -7.2% | +112.4% | -119.6% | -31.4% |
| All | +185.0% | +495.4% | -310.4% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling