-88.0%
MSTU vs BTSG
+302.3%
-390.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.4% |
| 7D | -16.6% | -3.3% | -13.3% | -14.6% |
| 30D | +69.7% | -1.6% | +71.3% | +69.9% |
| 3M | -7.5% | -6.9% | -0.6% | -6.8% |
| 6M | -43.1% | +42.1% | -85.2% | -60.3% |
| YTD | -63.0% | +56.8% | -119.9% | -76.4% |
| 1Y | -93.8% | +109.8% | -203.6% | -96.9% |
| All | -88.0% | +302.3% | -390.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling