+213.2%
MXL vs BTSG
+382.3%
-169.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.6% | +3.6% | -0.2% |
| 7D | +16.6% | -5.8% | +22.4% | +19.5% |
| 30D | +0.5% | 0.0% | +0.5% | +0.2% |
| 3M | -3.6% | -4.5% | +0.8% | -3.0% |
| 6M | +328.0% | +40.0% | +288.0% | +268.1% |
| YTD | +297.8% | +54.6% | +243.3% | +228.7% |
| 1Y | +339.4% | +106.1% | +233.3% | +226.4% |
| All | +213.2% | +382.3% | -169.1% | +65.4% |
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