-56.2%
MSTZ vs BTG
+22.2%
-78.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.2% | +17.1% | +9.2% |
| 7D | +25.6% | -5.9% | +31.5% | +20.1% |
| 30D | +50.6% | -5.0% | +55.5% | +49.4% |
| 3M | -64.5% | -4.5% | -60.1% | -62.1% |
| 6M | -14.0% | -7.0% | -7.0% | +0.3% |
| YTD | -76.4% | +11.4% | -87.7% | -64.2% |
| 1Y | -56.2% | +20.1% | -76.4% | -27.5% |
| All | -56.2% | +22.2% | -78.4% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling