+297.0%
MXL vs BTSG
+111.7%
+185.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.1% | -11.1% | -11.1% |
| 7D | -24.3% | +17.4% | -41.7% | -30.4% |
| 30D | -46.1% | +12.6% | -58.7% | -49.1% |
| 3M | -21.8% | +11.2% | -33.0% | -26.2% |
| 6M | -27.2% | +30.4% | -57.6% | -39.8% |
| YTD | +226.2% | +86.4% | +139.8% | +126.8% |
| 1Y | +297.0% | +117.9% | +179.1% | +142.2% |
| All | +297.0% | +111.7% | +185.3% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling