-92.7%
MSTU vs BTG
+38.4%
-131.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.2% |
| 7D | +21.3% | -0.9% | +22.2% | +22.8% |
| 30D | +90.8% | +36.8% | +54.0% | +59.7% |
| 3M | -6.8% | +23.1% | -29.9% | -16.4% |
| 6M | -39.8% | +3.5% | -43.3% | -41.7% |
| YTD | -55.7% | +25.5% | -81.2% | -60.0% |
| 1Y | -92.7% | +40.1% | -132.8% | -93.5% |
| All | -92.7% | +38.4% | -131.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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