+56.9%
MSTU vs BTG
+6.8%
+50.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.5% | +2.0% |
| 7D | -22.0% | -5.8% | -16.2% | -8.1% |
| 30D | +60.3% | +5.7% | +54.6% | +42.8% |
| All | +56.9% | +6.8% | +50.1% | +39.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling