-14.3%
BITO vs MTSI
+283.8%
-298.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -1.6% |
| 7D | -7.0% | +7.2% | -14.2% | -9.6% |
| 30D | -10.3% | -18.4% | +8.1% | -6.3% |
| 3M | +16.0% | -16.7% | +32.7% | +18.7% |
| 6M | -10.8% | -31.7% | +20.9% | -5.0% |
| YTD | -17.5% | +45.9% | -63.4% | -34.8% |
| 1Y | -30.1% | +47.0% | -77.0% | -44.9% |
| 3Y | +65.1% | +224.1% | -159.0% | -14.0% |
| 5Y | -10.9% | +238.5% | -249.4% | -58.2% |
| All | -14.3% | +283.8% | -298.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling