-87.5%
MSTU vs BTG
+74.0%
-161.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.6% |
| 7D | +12.9% | +2.4% | +10.5% | +12.0% |
| 30D | +68.3% | +9.5% | +58.9% | +62.5% |
| 3M | +0.4% | +38.5% | -38.1% | -16.4% |
| 6M | -41.5% | +5.6% | -47.2% | -43.0% |
| YTD | -61.7% | +23.9% | -85.6% | -66.3% |
| 1Y | -93.7% | +32.1% | -125.8% | -95.0% |
| All | -87.5% | +74.0% | -161.5% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling