-10.6%
BITO vs MRSH
+15.7%
-26.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -4.8% | +1.3% | -1.5% |
| 30D | +21.4% | -6.3% | +27.7% | +24.6% |
| 3M | +20.5% | +5.8% | +14.7% | +16.8% |
| 6M | +7.4% | +2.8% | +4.6% | +4.7% |
| YTD | -13.9% | -3.1% | -10.8% | -14.0% |
| 1Y | -35.1% | -11.3% | -23.8% | -31.9% |
| 3Y | +156.8% | -5.0% | +161.8% | +143.7% |
| All | -10.6% | +15.7% | -26.2% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling