-21.3%
BTDR vs MSTU
-92.2%
+70.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.0% | -3.6% | -6.9% |
| 7D | -6.9% | -25.8% | +18.9% | +3.2% |
| 30D | -31.5% | -43.9% | +12.3% | -17.3% |
| 3M | -36.1% | +2.9% | -39.0% | -40.1% |
| 6M | -57.6% | -75.5% | +17.9% | -40.8% |
| YTD | -50.0% | -76.7% | +26.7% | -37.7% |
| 1Y | -49.6% | -88.9% | +39.4% | -19.5% |
| All | -21.3% | -92.2% | +70.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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