-10.6%
BITO vs MKSI
+90.4%
-101.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -3.4% | +2.7% | -6.1% | -4.3% |
| 30D | +21.4% | -12.8% | +34.2% | +26.2% |
| 3M | +20.5% | -22.5% | +43.0% | +26.7% |
| 6M | +7.4% | +19.4% | -12.0% | -4.4% |
| YTD | -13.9% | +67.7% | -81.6% | -32.7% |
| 1Y | -35.1% | +131.4% | -166.5% | -55.5% |
| 3Y | +156.8% | +197.3% | -40.5% | +45.0% |
| All | -10.6% | +90.4% | -101.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling