-10.6%
BITO vs MSCI
-8.4%
-2.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.8% |
| 7D | -5.8% | -4.7% | -1.1% | -3.9% |
| 30D | +21.1% | -2.2% | +23.3% | +22.2% |
| 3M | +23.5% | -9.7% | +33.2% | +28.0% |
| 6M | +8.3% | +0.3% | +8.0% | +6.5% |
| YTD | -13.9% | -3.5% | -10.4% | -14.3% |
| 1Y | -34.5% | -1.4% | -33.2% | -36.0% |
| 3Y | +147.0% | +6.6% | +140.4% | +120.1% |
| All | -10.6% | -8.4% | -2.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling