+18.0%
BITO vs MSTZ
-99.2%
+117.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.7% | +0.9% |
| 7D | +1.1% | -23.6% | +24.6% | -2.6% |
| 30D | +21.8% | -60.7% | +82.5% | +5.3% |
| 3M | +25.0% | -58.3% | +83.3% | +15.0% |
| 6M | +11.3% | -60.0% | +71.4% | +8.3% |
| YTD | -12.7% | -75.2% | +62.5% | -12.9% |
| 1Y | -32.3% | -19.9% | -12.4% | -9.5% |
| All | +18.0% | -99.2% | +117.1% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling