+65.7%
BITO vs MAS
+59.9%
+5.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -5.6% | +3.6% | -9.2% | -6.4% |
| 30D | -11.0% | +23.8% | -34.8% | -15.6% |
| 3M | +13.6% | +14.4% | -0.8% | +9.7% |
| 6M | -10.1% | +19.7% | -29.8% | -14.9% |
| YTD | -18.6% | +36.0% | -54.5% | -26.7% |
| 1Y | -33.1% | +40.4% | -73.4% | -40.6% |
| All | +65.7% | +59.9% | +5.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling