-29.9%
BITO vs MSTU
-92.8%
+62.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.7% |
| 7D | +2.9% | +21.3% | -18.4% | -3.1% |
| 30D | +22.6% | +90.8% | -68.2% | +1.0% |
| 3M | +24.7% | -6.8% | +31.4% | +18.5% |
| 6M | +7.5% | -39.8% | +47.3% | +9.1% |
| YTD | -10.8% | -55.7% | +44.9% | -6.5% |
| 1Y | -29.9% | -92.7% | +62.8% | +16.7% |
| All | -29.9% | -92.8% | +62.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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