-33.1%
BITO vs MAS
+39.0%
-72.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -5.6% | +3.6% | -9.2% | -5.9% |
| 30D | -11.0% | +23.8% | -34.8% | -13.1% |
| 3M | +13.6% | +14.4% | -0.8% | +11.9% |
| 6M | -10.1% | +19.7% | -29.8% | -12.4% |
| YTD | -18.6% | +36.0% | -54.5% | -22.0% |
| 1Y | -33.1% | +40.4% | -73.4% | -35.7% |
| All | -33.1% | +39.0% | -72.1% | -35.7% |
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