-14.2%
BITO vs MAS
+55.9%
-70.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -7.0% | -1.8% | -5.2% | -6.4% |
| 30D | -10.2% | +23.6% | -33.7% | -17.1% |
| 3M | +16.2% | +12.4% | +3.8% | +10.9% |
| 6M | -10.7% | +21.9% | -32.5% | -18.4% |
| YTD | -17.4% | +36.1% | -53.5% | -28.9% |
| 1Y | -29.9% | +39.5% | -69.4% | -40.6% |
| 3Y | +65.4% | +59.1% | +6.2% | +27.2% |
| 5Y | -10.8% | +44.4% | -55.2% | -28.8% |
| All | -14.2% | +55.9% | -70.1% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling