-13.6%
BITO vs MAS
+43.0%
-56.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -14.6% | +21.6% | -36.2% | -20.9% |
| 3M | +11.4% | +14.1% | -2.7% | +5.6% |
| 6M | -13.3% | +22.6% | -35.9% | -21.2% |
| YTD | -20.9% | +35.4% | -56.4% | -32.1% |
| 1Y | -32.1% | +37.5% | -69.6% | -42.3% |
| 3Y | +58.2% | +58.3% | -0.1% | +20.7% |
| 5Y | -13.6% | +39.1% | -52.7% | -30.4% |
| All | -13.6% | +43.0% | -56.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling