+270.6%
MTZ vs BTSG
+416.6%
-146.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.0% |
| 30D | -10.3% | +0.9% | -11.2% | -10.9% |
| 3M | -31.8% | +1.6% | -33.5% | -31.3% |
| 6M | -19.2% | +46.8% | -66.0% | -29.9% |
| YTD | +10.7% | +65.5% | -54.8% | -8.5% |
| 1Y | +37.5% | +136.2% | -98.7% | -1.2% |
| All | +270.6% | +416.6% | -146.0% | +91.6% |
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