-12.9%
BITO vs MAS
+50.4%
-63.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -1.5% | +2.0% | -3.4% | -2.2% |
| 30D | -9.5% | +19.4% | -28.9% | -15.4% |
| 3M | +16.2% | +9.4% | +6.7% | +11.9% |
| 6M | -9.0% | +15.3% | -24.3% | -15.0% |
| YTD | -16.2% | +31.3% | -47.5% | -26.9% |
| 1Y | -27.6% | +34.9% | -62.5% | -37.8% |
| 3Y | +78.6% | +58.6% | +20.0% | +36.8% |
| 5Y | -4.0% | +40.7% | -44.7% | -22.0% |
| All | -12.9% | +50.4% | -63.3% | -27.1% |
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