-92.7%
MSTU vs BTSG
+152.4%
-245.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.4% |
| 7D | +21.3% | +2.7% | +18.6% | +19.5% |
| 30D | +90.8% | -3.6% | +94.4% | +94.7% |
| 3M | -6.8% | +5.8% | -12.6% | -16.4% |
| 6M | -39.8% | +44.7% | -84.6% | -57.9% |
| YTD | -55.7% | +62.2% | -117.8% | -71.3% |
| 1Y | -92.7% | +152.1% | -244.8% | -95.5% |
| All | -92.7% | +152.4% | -245.1% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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