-88.0%
MSTU vs BTI
+65.4%
-153.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -16.6% | -0.2% | -16.4% | -16.5% |
| 30D | +69.7% | -1.1% | +70.8% | +69.4% |
| 3M | -7.5% | -8.8% | +1.3% | -5.7% |
| 6M | -43.1% | -4.0% | -39.2% | -43.4% |
| YTD | -63.0% | +0.4% | -63.4% | -62.9% |
| 1Y | -93.8% | +1.9% | -95.7% | -93.7% |
| All | -88.0% | +65.4% | -153.4% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling