-94.0%
MSTU vs BTSG
+110.1%
-204.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.6% | -0.2% | -2.4% |
| 7D | -22.0% | -5.8% | -16.2% | -19.0% |
| 30D | +60.3% | 0.0% | +60.3% | +58.4% |
| 3M | -3.7% | -4.5% | +0.8% | -7.0% |
| 6M | -45.2% | +40.0% | -85.2% | -62.5% |
| YTD | -64.3% | +54.6% | -118.9% | -77.4% |
| All | -94.0% | +110.1% | -204.1% | -96.8% |
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