-20.9%
BITO vs MAS
+55.5%
-76.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -9.2% | +3.0% | -12.2% | -10.2% |
| 30D | -15.9% | +22.4% | -38.3% | -22.1% |
| 3M | +7.3% | +14.5% | -7.2% | +1.7% |
| 6M | -15.2% | +27.1% | -42.3% | -23.8% |
| YTD | -23.8% | +35.8% | -59.5% | -34.4% |
| 1Y | -32.2% | +39.4% | -71.6% | -42.5% |
| 3Y | +55.1% | +60.3% | -5.2% | +18.8% |
| 5Y | -16.7% | +39.4% | -56.1% | -34.5% |
| All | -20.9% | +55.5% | -76.3% | -34.6% |
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