-29.9%
BITO vs MTSI
+105.1%
-135.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.9% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | +22.6% | +2.1% | +20.5% | +21.3% |
| 3M | +24.7% | -29.7% | +54.4% | +30.4% |
| 6M | +7.5% | +12.5% | -5.1% | +0.6% |
| YTD | -10.8% | +57.0% | -67.8% | -23.4% |
| 1Y | -29.9% | +103.9% | -133.8% | -42.2% |
| All | -29.9% | +105.1% | -135.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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