-7.4%
BITO vs MTSI
+313.1%
-320.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -3.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +22.6% | +2.1% | +20.5% | +20.2% |
| 3M | +24.7% | -29.7% | +54.4% | +36.1% |
| 6M | +7.5% | +12.5% | -5.1% | -2.5% |
| YTD | -10.8% | +57.0% | -67.8% | -29.3% |
| 1Y | -29.9% | +103.9% | -133.8% | -50.2% |
| 3Y | +158.9% | +223.6% | -64.6% | +39.8% |
| All | -7.4% | +313.1% | -320.4% | -58.5% |
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