-32.3%
BITO vs MTSI
+119.6%
-151.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.8% |
| 7D | +1.1% | +11.1% | -10.0% | -0.3% |
| 30D | +21.8% | -3.7% | +25.4% | +22.0% |
| 3M | +25.0% | -20.2% | +45.3% | +28.3% |
| 6M | +11.3% | +30.8% | -19.5% | +1.3% |
| YTD | -12.7% | +67.0% | -79.8% | -25.8% |
| 1Y | -32.3% | +120.4% | -152.7% | -44.9% |
| All | -32.3% | +119.6% | -151.9% | -44.9% |
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