-34.0%
BITO vs MKSI
+108.0%
-141.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -10.5% | +12.8% | +4.2% |
| 7D | -1.2% | -8.1% | +6.9% | +0.1% |
| 30D | +25.0% | -22.9% | +47.9% | +30.8% |
| 3M | +23.1% | -32.7% | +55.8% | +29.6% |
| 6M | +9.1% | +12.3% | -3.2% | -3.1% |
| YTD | -11.9% | +50.1% | -62.0% | -28.6% |
| All | -34.0% | +108.0% | -141.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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