-9.1%
BITO vs MTSI
+322.1%
-331.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.5% |
| 7D | +1.5% | +4.9% | -3.3% | 0.0% |
| 30D | +20.0% | -11.6% | +31.6% | +23.7% |
| 3M | +22.8% | -24.1% | +46.8% | +30.7% |
| 6M | +13.1% | +32.4% | -19.3% | -3.1% |
| YTD | -12.5% | +60.4% | -72.9% | -31.1% |
| 1Y | -32.6% | +111.0% | -143.5% | -52.6% |
| 3Y | +151.0% | +246.1% | -95.1% | +31.6% |
| All | -9.1% | +322.1% | -331.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling