-99.2%
MSTZ vs BTG
+71.2%
-170.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +6.2% |
| 7D | -25.4% | +4.8% | -30.2% | -21.4% |
| 30D | -60.9% | +8.3% | -69.2% | -56.7% |
| 3M | -54.2% | +32.3% | -86.5% | -39.3% |
| 6M | -65.0% | +3.0% | -67.9% | -58.3% |
| YTD | -76.5% | +21.9% | -98.4% | -66.8% |
| 1Y | -23.4% | +28.2% | -51.6% | +18.6% |
| All | -99.2% | +71.2% | -170.3% | -97.9% |
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