-7.4%
BITO vs MAS
+33.0%
-40.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.2% | -3.1% |
| 7D | +2.9% | -0.8% | +3.6% | +3.1% |
| 30D | +22.6% | -5.6% | +28.2% | +25.0% |
| 3M | +24.7% | +4.4% | +20.2% | +21.1% |
| 6M | +7.5% | +7.2% | +0.3% | +2.7% |
| YTD | -10.8% | +16.1% | -26.9% | -18.4% |
| 1Y | -29.9% | +0.1% | -30.0% | -31.7% |
| 3Y | +158.9% | +28.3% | +130.6% | +118.0% |
| All | -7.4% | +33.0% | -40.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling