+77.9%
BTDR vs MSTZ
-99.2%
+177.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.2% | -5.8% | +5.1% |
| 7D | +22.4% | -25.4% | +47.8% | +14.6% |
| 30D | +16.5% | -60.9% | +77.3% | -6.3% |
| 3M | -31.5% | -54.2% | +22.7% | -37.2% |
| 6M | +74.0% | -65.0% | +139.0% | +60.2% |
| YTD | +13.0% | -76.5% | +89.5% | +9.4% |
| 1Y | -0.2% | -23.4% | +23.1% | +68.2% |
| All | +77.9% | -99.2% | +177.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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