+68.0%
MSFT vs BITO
-8.3%
+76.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.2% |
| 30D | +0.8% | +21.4% | -20.6% | -2.7% |
| 3M | +27.2% | +20.5% | +6.7% | +22.8% |
| 6M | +22.9% | +7.4% | +15.5% | +20.8% |
| YTD | +3.1% | -13.9% | +17.0% | +4.8% |
| 1Y | -0.3% | -35.1% | +34.8% | +5.8% |
| 3Y | +50.1% | +156.8% | -106.7% | +16.4% |
| All | +68.0% | -8.3% | +76.3% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling