+106.1%
BTSG vs MSTZ
-12.4%
+118.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.6% | -13.2% | -6.3% |
| 7D | -5.8% | +24.8% | -30.6% | -4.6% |
| 30D | 0.0% | -59.2% | +59.2% | -3.9% |
| 3M | -4.5% | -56.9% | +52.4% | -6.3% |
| 6M | +40.0% | -57.6% | +97.6% | +40.5% |
| YTD | +54.6% | -73.6% | +128.1% | +54.3% |
| 1Y | +106.1% | -15.6% | +121.7% | +130.4% |
| All | +106.1% | -12.4% | +118.5% | +130.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling