-99.3%
MSTZ vs BTG
+79.0%
-178.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +8.6% |
| 7D | +4.3% | +19.1% | -14.8% | +18.5% |
| 30D | +30.2% | +8.2% | +22.0% | +41.1% |
| 3M | -66.9% | +13.3% | -80.2% | -60.8% |
| 6M | -26.3% | +8.1% | -34.4% | -7.4% |
| YTD | -80.1% | +27.5% | -107.6% | -69.9% |
| 1Y | -57.5% | +47.1% | -104.6% | -29.4% |
| All | -99.3% | +79.0% | -178.3% | -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