-12.6%
BITO vs MAS
+53.3%
-66.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.6% | -3.8% |
| 7D | -5.9% | +4.6% | -10.5% | -7.5% |
| 30D | -11.5% | +19.9% | -31.4% | -17.4% |
| 3M | +15.6% | +8.9% | +6.7% | +11.6% |
| 6M | -8.9% | +20.2% | -29.1% | -16.3% |
| YTD | -15.9% | +33.9% | -49.7% | -27.1% |
| 1Y | -29.5% | +34.7% | -64.2% | -39.3% |
| 3Y | +82.1% | +60.4% | +21.7% | +39.1% |
| 5Y | -3.7% | +43.5% | -47.1% | -22.3% |
| All | -12.6% | +53.3% | -66.0% | -27.4% |
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 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