-99.3%
MSTZ vs BTG
+63.3%
-162.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -3.9% |
| 7D | +31.0% | +1.4% | +29.7% | +32.2% |
| 30D | +34.0% | -1.1% | +35.1% | +36.6% |
| 3M | -67.7% | +2.5% | -70.2% | -64.2% |
| 6M | -14.9% | -3.1% | -11.9% | -0.5% |
| YTD | -79.1% | +16.3% | -95.4% | -70.2% |
| 1Y | -58.9% | +27.6% | -86.6% | -37.6% |
| All | -99.3% | +63.3% | -162.5% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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