-10.6%
BITO vs MAR
+125.6%
-136.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +21.4% | -5.4% | +26.8% | +24.8% |
| 3M | +20.5% | -15.5% | +36.0% | +30.8% |
| 6M | +7.4% | +3.0% | +4.4% | +4.3% |
| YTD | -13.9% | +8.5% | -22.4% | -19.5% |
| 1Y | -35.1% | +26.0% | -61.0% | -44.7% |
| 3Y | +156.8% | +68.6% | +88.2% | +78.9% |
| All | -10.6% | +125.6% | -136.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling