+61.6%
IBIT vs MTSI
+127.5%
-65.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -18.4% | +13.3% | -1.3% |
| 7D | -5.9% | -24.6% | +18.7% | -0.5% |
| 30D | -11.3% | -45.7% | +34.5% | -0.2% |
| 3M | +17.1% | -27.7% | +44.9% | +22.4% |
| 6M | -7.0% | -37.3% | +30.3% | -1.6% |
| YTD | -13.3% | +11.1% | -24.5% | -23.1% |
| 1Y | -27.0% | +27.2% | -54.1% | -37.8% |
| All | +61.6% | +127.5% | -65.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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