-23.4%
BITO vs MAS
+40.8%
-64.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | +2.3% |
| 7D | -1.9% | +14.2% | -16.1% | -3.3% |
| 30D | -6.7% | +26.8% | -33.5% | -9.2% |
| 3M | +23.1% | +13.1% | +9.9% | +21.3% |
| 6M | -2.0% | +27.9% | -30.0% | -5.5% |
| YTD | -11.4% | +38.7% | -50.0% | -15.8% |
| 1Y | -23.4% | +40.4% | -63.7% | -27.0% |
| All | -23.4% | +40.8% | -64.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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