+16.4%
BITO vs MSTU
-88.1%
+104.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | +0.1% |
| 7D | -5.8% | -22.0% | +16.2% | -0.8% |
| 30D | +21.1% | +60.3% | -39.2% | +6.3% |
| 3M | +23.5% | -3.7% | +27.2% | +16.7% |
| 6M | +8.3% | -45.2% | +53.5% | +11.1% |
| YTD | -13.9% | -64.3% | +50.4% | -7.8% |
| 1Y | -34.5% | -94.0% | +59.5% | -3.3% |
| All | +16.4% | -88.1% | +104.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling