-99.3%
MSTZ vs BTG
+70.2%
-169.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +2.6% |
| 7D | -1.2% | +17.4% | -18.6% | +11.4% |
| 30D | +22.2% | +8.0% | +14.2% | +32.5% |
| 3M | -70.4% | +32.5% | -102.9% | -61.0% |
| 6M | -31.0% | +21.6% | -52.6% | -8.2% |
| YTD | -81.0% | +21.2% | -102.3% | -72.3% |
| 1Y | -61.2% | +43.9% | -105.1% | -36.7% |
| All | -99.3% | +70.2% | -169.5% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling