+191.1%
MTZ vs BTSG
+476.3%
-285.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +7.2% |
| 7D | -2.4% | +4.4% | -6.8% | -4.2% |
| 30D | -11.1% | +8.5% | -19.6% | -14.4% |
| 3M | -30.6% | +10.8% | -41.4% | -34.1% |
| 6M | -54.4% | +26.1% | -80.5% | -58.2% |
| YTD | -13.0% | +84.6% | -97.7% | -31.8% |
| 1Y | -5.7% | +108.7% | -114.3% | -29.5% |
| All | +191.1% | +476.3% | -285.2% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling