+156.8%
BITO vs MGY
+25.2%
+131.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | +3.5% | -7.0% | -4.1% |
| 30D | +21.4% | +5.3% | +16.1% | +20.2% |
| 3M | +20.5% | +2.6% | +17.8% | +19.6% |
| 6M | +7.4% | -3.3% | +10.7% | +7.1% |
| YTD | -13.9% | +29.2% | -43.1% | -20.2% |
| 1Y | -35.1% | +18.0% | -53.1% | -38.6% |
| 3Y | +156.8% | +30.0% | +126.8% | +137.3% |
| All | +156.8% | +25.2% | +131.7% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling