+179.1%
MS vs BITO
+152.0%
+27.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +2.5% | +1.5% | +0.9% | +2.2% |
| 30D | 0.0% | +20.0% | -20.1% | -3.5% |
| 3M | +2.4% | +22.8% | -20.3% | -1.6% |
| 6M | +36.4% | +13.1% | +23.3% | +32.6% |
| YTD | +23.8% | -12.5% | +36.3% | +25.1% |
| 1Y | +48.6% | -32.6% | +81.2% | +56.3% |
| 3Y | +179.1% | +151.0% | +28.1% | +131.1% |
| All | +179.1% | +152.0% | +27.2% | +131.1% |
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 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