+123.4%
MS vs BITO
-18.9%
+142.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.4% |
| 7D | +5.1% | -9.2% | +14.3% | +6.9% |
| 30D | +5.7% | -15.9% | +21.6% | +9.1% |
| 3M | -12.2% | +7.3% | -19.5% | -13.5% |
| 6M | -0.5% | -15.2% | +14.7% | +2.1% |
| YTD | +9.8% | -23.8% | +33.6% | +14.0% |
| 1Y | +17.7% | -32.2% | +49.9% | +24.5% |
| 3Y | +176.8% | +55.1% | +121.8% | +146.6% |
| 5Y | +123.7% | -16.7% | +140.4% | +105.1% |
| All | +123.4% | -18.9% | +142.3% | +105.3% |
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