+65.0%
BTI vs MSTZ
-99.1%
+164.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +1.0% |
| 7D | -2.0% | +24.8% | -26.8% | -1.9% |
| 30D | -3.4% | -59.2% | +55.8% | -3.8% |
| 3M | -9.0% | -56.9% | +47.9% | -9.1% |
| 6M | -5.0% | -57.6% | +52.6% | -4.8% |
| YTD | -0.3% | -73.6% | +73.3% | -0.2% |
| 1Y | +3.1% | -15.6% | +18.7% | +3.4% |
| All | +65.0% | -99.1% | +164.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling