+279.0%
MTZ vs BTSG
+421.3%
-142.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.4% |
| 7D | +3.6% | +5.7% | -2.2% | +0.9% |
| 30D | -9.6% | +0.2% | -9.9% | -10.0% |
| 3M | -31.9% | +5.6% | -37.6% | -32.5% |
| 6M | -13.8% | +50.8% | -64.6% | -26.0% |
| YTD | +13.3% | +67.0% | -53.8% | -6.8% |
| 1Y | +39.3% | +145.5% | -106.2% | -1.5% |
| All | +279.0% | +421.3% | -142.3% | +95.1% |
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