+178.4%
MTZ vs BTSG
+504.1%
-325.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.8% | -9.2% | -6.5% |
| 7D | -8.7% | +3.8% | -12.5% | -10.3% |
| 30D | -15.0% | +13.7% | -28.7% | -20.0% |
| 3M | -32.6% | +18.0% | -50.6% | -37.9% |
| 6M | -56.3% | +32.2% | -88.6% | -60.9% |
| YTD | -16.8% | +93.6% | -110.4% | -36.2% |
| 1Y | -10.0% | +115.9% | -126.0% | -34.0% |
| All | +178.4% | +504.1% | -325.7% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling