-0.8%
MSFT vs BITO
-30.5%
+29.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -1.5% |
| 7D | -2.7% | +2.9% | -5.6% | -3.3% |
| 30D | +2.7% | +22.6% | -19.9% | -1.7% |
| 3M | +17.0% | +24.7% | -7.7% | +11.4% |
| 6M | +23.8% | +7.5% | +16.4% | +21.1% |
| YTD | +4.0% | -10.8% | +14.8% | +4.0% |
| 1Y | -0.8% | -29.9% | +29.1% | +3.4% |
| All | -0.8% | -30.5% | +29.7% | +3.4% |
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