-17.9%
BITO vs MTSI
+277.5%
-295.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | -6.3% | +29.1% | -35.4% | -13.3% |
| 30D | -14.6% | -20.4% | +5.8% | -10.1% |
| 3M | +11.4% | -20.9% | +32.4% | +15.9% |
| 6M | -13.3% | -32.3% | +18.9% | -7.5% |
| YTD | -20.9% | +43.5% | -64.4% | -37.2% |
| 1Y | -32.1% | +43.8% | -75.9% | -46.2% |
| 3Y | +58.2% | +218.8% | -160.6% | -17.2% |
| 5Y | -13.6% | +228.3% | -241.9% | -59.0% |
| All | -17.9% | +277.5% | -295.4% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling