+69.6%
MSTR vs BITO
-8.3%
+77.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.4% |
| 7D | -11.2% | -5.8% | -5.4% | -3.8% |
| 30D | +33.8% | +21.1% | +12.7% | +5.8% |
| 3M | +11.5% | +23.5% | -12.0% | -12.9% |
| 6M | -7.2% | +8.3% | -15.4% | -11.9% |
| YTD | -15.4% | -13.9% | -1.5% | +10.9% |
| 1Y | -60.6% | -34.5% | -26.1% | -25.7% |
| 3Y | +260.8% | +147.0% | +113.8% | +52.3% |
| All | +69.6% | -8.3% | +77.9% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling