-23.4%
BITO vs MRSH
+20.0%
-43.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +3.5% |
| 7D | -1.9% | +9.4% | -11.3% | -0.3% |
| 30D | -6.7% | +23.4% | -30.2% | -3.3% |
| 3M | +23.1% | +9.9% | +13.2% | +25.1% |
| 6M | -2.0% | +26.0% | -28.1% | +2.9% |
| YTD | -11.4% | +15.2% | -26.6% | -8.3% |
| 1Y | -23.4% | +18.4% | -41.8% | -19.7% |
| All | -23.4% | +20.0% | -43.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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