-10.6%
BITO vs MAR
+121.8%
-132.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -5.8% | -2.1% | -3.7% | -4.8% |
| 30D | +21.1% | -5.7% | +26.8% | +24.7% |
| 3M | +23.5% | -14.6% | +38.1% | +33.3% |
| 6M | +8.3% | +1.3% | +6.9% | +6.0% |
| YTD | -13.9% | +6.7% | -20.6% | -18.8% |
| 1Y | -34.5% | +26.4% | -61.0% | -44.5% |
| 3Y | +147.0% | +64.7% | +82.3% | +74.4% |
| All | -10.6% | +121.8% | -132.4% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling