-9.4%
BITO vs MTSI
+339.4%
-348.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.5% |
| 7D | +1.1% | +11.1% | -10.0% | -2.2% |
| 30D | +21.8% | -3.7% | +25.4% | +22.2% |
| 3M | +25.0% | -20.2% | +45.3% | +31.1% |
| 6M | +11.3% | +30.8% | -19.5% | -3.9% |
| YTD | -12.7% | +67.0% | -79.8% | -32.1% |
| 1Y | -32.3% | +120.4% | -152.7% | -53.1% |
| 3Y | +150.3% | +260.4% | -110.1% | +29.6% |
| All | -9.4% | +339.4% | -348.8% | -60.2% |
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