-88.4%
MSTU vs BTG
+68.9%
-157.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -4.7% |
| 7D | -22.0% | -5.5% | -16.6% | -18.7% |
| 30D | +60.3% | +6.1% | +54.2% | +58.3% |
| 3M | -3.7% | +38.6% | -42.4% | -19.5% |
| 6M | -45.2% | +0.7% | -45.9% | -44.8% |
| YTD | -64.3% | +20.3% | -84.6% | -67.9% |
| 1Y | -94.0% | +25.0% | -119.1% | -95.1% |
| All | -88.4% | +68.9% | -157.3% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling