-19.9%
MSTZ vs BTG
+29.1%
-49.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +6.6% |
| 7D | -23.6% | +2.4% | -26.0% | -20.7% |
| 30D | -60.7% | +9.5% | -70.2% | -56.3% |
| 3M | -58.3% | +38.5% | -96.8% | -44.0% |
| 6M | -60.0% | +5.6% | -65.7% | -51.2% |
| YTD | -75.2% | +23.9% | -99.1% | -65.9% |
| 1Y | -19.9% | +32.1% | -52.0% | +35.1% |
| All | -19.9% | +29.1% | -49.0% | +35.1% |
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 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