+16.4%
BITO vs MSTZ
-99.1%
+115.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | -0.8% |
| 7D | -3.4% | +17.0% | -20.5% | 0.0% |
| 30D | +21.4% | -61.8% | +83.2% | +4.4% |
| 3M | +20.5% | -54.6% | +75.1% | +12.8% |
| 6M | +7.4% | -59.3% | +66.6% | +4.9% |
| YTD | -13.9% | -74.6% | +60.7% | -13.6% |
| 1Y | -35.1% | -18.8% | -16.3% | -12.9% |
| All | +16.4% | -99.1% | +115.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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