+223.0%
MXL vs BTSG
+416.6%
-193.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.9% |
| 7D | +19.0% | +2.9% | +16.1% | +17.5% |
| 30D | +4.5% | +0.9% | +3.6% | +3.8% |
| 3M | -1.5% | +1.6% | -3.1% | -3.4% |
| 6M | +348.6% | +46.8% | +301.8% | +277.9% |
| YTD | +310.3% | +65.5% | +244.7% | +229.5% |
| 1Y | +344.7% | +136.2% | +208.5% | +213.3% |
| All | +223.0% | +416.6% | -193.6% | +65.8% |
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