+232.0%
BITO vs MSFU
+71.2%
+160.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.8% | -6.9% | +1.1% | -3.9% |
| 30D | +21.1% | -5.1% | +26.3% | +22.7% |
| 3M | +23.5% | +44.6% | -21.1% | +8.8% |
| 6M | +8.3% | +32.8% | -24.5% | -3.5% |
| YTD | -13.9% | -10.1% | -3.8% | -13.9% |
| 1Y | -34.5% | -19.4% | -15.2% | -32.5% |
| 3Y | +147.0% | +26.2% | +120.8% | +106.6% |
| All | +232.0% | +71.2% | +160.8% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling