+237.4%
BITO vs MSFU
+72.2%
+165.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.5% |
| 30D | +20.0% | -3.1% | +23.2% | +20.8% |
| 3M | +22.8% | +35.3% | -12.5% | +10.4% |
| 6M | +13.1% | +31.6% | -18.5% | +1.1% |
| YTD | -12.5% | -9.5% | -2.9% | -12.6% |
| 1Y | -32.6% | -18.4% | -14.1% | -30.7% |
| 3Y | +151.0% | +26.9% | +124.1% | +109.7% |
| All | +237.4% | +72.2% | +165.2% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling