+38.6%
MA vs BITO
+153.0%
-114.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | +0.8% | +21.8% | -21.0% | -0.4% |
| 3M | +14.8% | +25.0% | -10.2% | +13.2% |
| 6M | +10.0% | +11.3% | -1.4% | +9.2% |
| YTD | -0.1% | -12.7% | +12.6% | +0.3% |
| 1Y | -2.2% | -32.3% | +30.1% | -0.3% |
| All | +38.6% | +153.0% | -114.3% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling