-15.4%
BITO vs MTSI
+247.8%
-263.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -5.6% | -3.8% | -1.8% | -5.2% |
| 30D | -11.0% | -31.4% | +20.4% | -2.3% |
| 3M | +13.6% | -23.8% | +37.4% | +19.2% |
| 6M | -10.1% | -37.1% | +27.0% | -1.9% |
| YTD | -18.6% | +32.2% | -50.8% | -33.8% |
| 1Y | -33.1% | +26.9% | -60.0% | -44.8% |
| 3Y | +63.0% | +193.7% | -130.8% | -12.6% |
| 5Y | -13.5% | +218.0% | -231.5% | -58.9% |
| All | -15.4% | +247.8% | -263.3% | -61.1% |
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