-14.1%
BITO vs MTSI
+208.2%
-222.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.0% | -10.3% | -3.8% |
| 7D | -2.4% | +3.5% | -5.9% | -4.1% |
| 30D | -9.5% | -30.3% | +20.8% | -1.2% |
| 3M | +13.5% | -26.0% | +39.5% | +20.3% |
| 6M | -8.6% | -36.1% | +27.5% | -0.8% |
| YTD | -17.2% | +34.3% | -51.5% | -32.9% |
| 1Y | -30.5% | +35.3% | -65.8% | -43.9% |
| 3Y | +69.2% | +217.6% | -148.4% | -12.2% |
| 5Y | -14.1% | +210.1% | -224.2% | -59.1% |
| All | -14.1% | +208.2% | -222.3% | -59.1% |
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 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