+236.8%
MXL vs BTSG
+389.4%
-152.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +6.9% |
| 7D | +18.9% | -3.3% | +22.1% | +20.5% |
| 30D | +0.3% | -1.6% | +1.9% | +0.7% |
| 3M | -8.0% | -6.9% | -1.1% | -6.5% |
| 6M | +341.2% | +42.1% | +299.1% | +277.3% |
| YTD | +327.8% | +56.8% | +271.0% | +251.4% |
| 1Y | +364.9% | +109.8% | +255.1% | +243.0% |
| All | +236.8% | +389.4% | -152.6% | +76.9% |
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 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