-10.6%
BITO vs MNST
+100.3%
-110.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -5.8% | -2.2% | -3.6% | -5.1% |
| 30D | +21.1% | -5.4% | +26.5% | +23.3% |
| 3M | +23.5% | -5.5% | +29.0% | +25.5% |
| 6M | +8.3% | +12.4% | -4.1% | +2.7% |
| YTD | -13.9% | +12.4% | -26.3% | -18.8% |
| 1Y | -34.5% | +37.2% | -71.7% | -43.6% |
| 3Y | +147.0% | +52.9% | +94.1% | +98.0% |
| All | -10.6% | +100.3% | -110.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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