-10.6%
BITO vs MSI
+99.5%
-110.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -5.8% | -1.8% | -4.0% | -5.1% |
| 30D | +21.1% | -0.6% | +21.8% | +21.3% |
| 3M | +23.5% | +13.0% | +10.5% | +16.2% |
| 6M | +8.3% | +0.5% | +7.8% | +7.1% |
| YTD | -13.9% | +21.7% | -35.6% | -23.2% |
| 1Y | -34.5% | -2.6% | -31.9% | -34.4% |
| 3Y | +147.0% | +69.7% | +77.3% | +68.1% |
| All | -10.6% | +99.5% | -110.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling