+119.8%
MS vs BITO
-13.3%
+133.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | +0.8% | -5.6% | +6.4% | +1.9% |
| 30D | -0.7% | -11.0% | +10.3% | +1.5% |
| 3M | -12.4% | +13.6% | -26.0% | -14.5% |
| 6M | -1.7% | -10.1% | +8.3% | -0.3% |
| YTD | +8.0% | -18.6% | +26.6% | +10.8% |
| 1Y | +16.2% | -33.1% | +49.3% | +23.1% |
| 3Y | +171.3% | +63.0% | +108.3% | +139.5% |
| 5Y | +124.8% | -13.5% | +138.3% | +103.9% |
| All | +119.8% | -13.3% | +133.1% | +99.6% |
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