+156.8%
BITO vs MAGS
+128.4%
+28.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -3.4% | +0.6% | -4.1% | -3.9% |
| 30D | +21.4% | +3.2% | +18.2% | +18.9% |
| 3M | +20.5% | +7.7% | +12.8% | +14.3% |
| 6M | +7.4% | +12.5% | -5.1% | -1.1% |
| YTD | -13.9% | +6.0% | -19.8% | -17.2% |
| 1Y | -35.1% | +14.4% | -49.4% | -40.3% |
| 3Y | +156.8% | +127.5% | +29.3% | +76.1% |
| All | +156.8% | +128.4% | +28.4% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling