+11.3%
BITO vs MSTU
-39.0%
+50.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.8% |
| 7D | +1.1% | +12.9% | -11.8% | -2.1% |
| 30D | +21.8% | +68.3% | -46.6% | +7.1% |
| 3M | +25.0% | +0.4% | +24.6% | +19.7% |
| 6M | +11.3% | -41.5% | +52.9% | +14.6% |
| All | +11.3% | -39.0% | +50.4% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling