-23.4%
BITO vs MAGS
+5.9%
-29.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +0.9% |
| 7D | -1.9% | -1.4% | -0.6% | -0.7% |
| 30D | -6.7% | -4.4% | -2.3% | -2.9% |
| 3M | +23.1% | +1.9% | +21.1% | +21.1% |
| 6M | -2.0% | +4.9% | -7.0% | -6.2% |
| YTD | -11.4% | +6.5% | -17.9% | -15.7% |
| 1Y | -23.4% | +6.3% | -29.7% | -26.9% |
| All | -23.4% | +5.9% | -29.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling