+41.1%
MS vs BITO
-34.6%
+75.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -2.1% | -5.8% | +3.7% | -0.8% |
| 30D | -1.1% | +21.1% | -22.2% | -5.4% |
| 3M | +3.5% | +23.5% | -20.0% | -1.4% |
| 6M | +33.7% | +8.3% | +25.5% | +30.4% |
| YTD | +21.8% | -13.9% | +35.6% | +21.8% |
| 1Y | +41.1% | -34.5% | +75.6% | +45.4% |
| All | +41.1% | -34.6% | +75.7% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling