-29.9%
BITO vs MRSH
-7.9%
-22.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.6% |
| 7D | +2.9% | -3.6% | +6.5% | +2.4% |
| 30D | +22.6% | -3.0% | +25.6% | +22.1% |
| 3M | +24.7% | +15.8% | +8.8% | +27.3% |
| 6M | +7.5% | +1.6% | +5.9% | +8.3% |
| YTD | -10.8% | +1.7% | -12.5% | -9.6% |
| 1Y | -29.9% | -8.0% | -21.9% | -26.9% |
| All | -29.9% | -7.9% | -22.0% | -26.9% |
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