+90.9%
MA vs BITO
-18.9%
+109.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.7% |
| 7D | +1.3% | -9.2% | +10.5% | +2.4% |
| 30D | +9.6% | -15.9% | +25.5% | +11.7% |
| 3M | +16.8% | +7.3% | +9.5% | +15.6% |
| 6M | +35.2% | -15.2% | +50.4% | +37.2% |
| YTD | +16.6% | -23.8% | +40.3% | +19.1% |
| 1Y | +19.8% | -32.2% | +52.0% | +24.0% |
| 3Y | +70.7% | +55.1% | +15.6% | +50.7% |
| 5Y | +87.4% | -16.7% | +104.1% | +69.2% |
| All | +90.9% | -18.9% | +109.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling