+32.4%
IBIT vs MSTZ
-99.3%
+131.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -1.9% |
| 7D | +3.0% | -29.7% | +32.7% | -2.3% |
| 30D | +23.1% | -65.3% | +88.4% | +3.6% |
| 3M | +25.6% | -57.3% | +82.9% | +16.9% |
| 6M | +9.1% | -61.6% | +70.8% | +5.6% |
| YTD | -8.9% | -78.3% | +69.4% | -11.7% |
| 1Y | -27.5% | -30.2% | +2.8% | -5.9% |
| All | +32.4% | -99.3% | +131.7% | +10.0% |
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