-85.6%
MSTU vs BTI
+65.8%
-151.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +21.3% | -1.4% | +22.7% | +21.7% |
| 30D | +90.8% | -6.6% | +97.4% | +94.2% |
| 3M | -6.8% | -3.0% | -3.8% | -8.1% |
| 6M | -39.8% | -6.7% | -33.1% | -39.5% |
| YTD | -55.7% | +0.6% | -56.2% | -55.6% |
| 1Y | -92.7% | +5.6% | -98.3% | -92.6% |
| All | -85.6% | +65.8% | -151.3% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling