+105.6%
BITO vs MAGS
+187.1%
-81.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.8% | -1.8% | -4.0% | -4.7% |
| 30D | +21.1% | +1.1% | +20.0% | +20.3% |
| 3M | +23.5% | +7.7% | +15.8% | +17.3% |
| 6M | +8.3% | +11.7% | -3.4% | +0.5% |
| YTD | -13.9% | +4.9% | -18.8% | -16.5% |
| 1Y | -34.5% | +14.3% | -48.9% | -39.6% |
| 3Y | +147.0% | +128.9% | +18.1% | +64.7% |
| All | +105.6% | +187.1% | -81.5% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling