-7.4%
BITO vs MSCI
-4.2%
-3.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +22.6% | +0.6% | +22.0% | +22.3% |
| 3M | +24.7% | -7.1% | +31.7% | +27.6% |
| 6M | +7.5% | +0.8% | +6.6% | +5.5% |
| YTD | -10.8% | +1.0% | -11.8% | -12.9% |
| 1Y | -29.9% | +4.3% | -34.2% | -33.1% |
| 3Y | +158.9% | +9.9% | +149.0% | +128.5% |
| All | -7.4% | -4.2% | -3.2% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling