+78.3%
BITO vs MAS
+58.1%
+20.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -1.5% | +2.0% | -3.4% | -1.9% |
| 30D | -9.5% | +19.4% | -28.9% | -13.5% |
| 3M | +16.0% | +9.4% | +6.6% | +13.2% |
| 6M | -9.1% | +15.3% | -24.4% | -13.2% |
| YTD | -16.3% | +31.3% | -47.6% | -24.0% |
| 1Y | -27.7% | +34.9% | -62.6% | -35.1% |
| 3Y | +78.3% | +58.6% | +19.7% | +83.5% |
| All | +78.3% | +58.1% | +20.2% | +83.5% |
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