-29.9%
BITO vs MGY
+15.5%
-45.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.4% |
| 7D | +2.9% | +2.1% | +0.8% | +2.8% |
| 30D | +22.6% | +13.8% | +8.8% | +22.7% |
| 3M | +24.7% | -4.3% | +28.9% | +25.3% |
| 6M | +7.5% | -5.1% | +12.5% | +6.2% |
| YTD | -10.8% | +24.8% | -35.6% | -15.4% |
| 1Y | -29.9% | +11.8% | -41.7% | -33.7% |
| All | -29.9% | +15.5% | -45.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling