+64.1%
MA vs BITO
-8.3%
+72.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.7% | -3.4% | +1.7% | -1.3% |
| 30D | +1.7% | +21.4% | -19.7% | -0.6% |
| 3M | +17.2% | +20.5% | -3.3% | +14.5% |
| 6M | +13.3% | +7.4% | +5.9% | +12.0% |
| YTD | +0.2% | -13.9% | +14.1% | +1.1% |
| 1Y | -2.7% | -35.1% | +32.3% | +1.4% |
| 3Y | +39.1% | +156.8% | -117.8% | +13.4% |
| All | +64.1% | -8.3% | +72.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling