-87.2%
MSTU vs BTI
+24.7%
-111.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.4% | +6.9% | +9.6% |
| 7D | -4.8% | +5.3% | -10.1% | -5.9% |
| 30D | -29.6% | +19.1% | -48.6% | -33.6% |
| 3M | +69.4% | +6.5% | +62.9% | +67.8% |
| 6M | -62.2% | +9.4% | -71.7% | -65.3% |
| YTD | -61.1% | +14.4% | -75.5% | -63.9% |
| 1Y | -87.2% | +23.9% | -111.1% | -88.8% |
| All | -87.2% | +24.7% | -111.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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