+66.6%
MSFT vs BITO
-7.1%
+73.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -2.7% | +21.8% | -24.4% | -6.1% |
| 3M | +22.1% | +25.0% | -2.9% | +17.1% |
| 6M | +20.6% | +11.3% | +9.2% | +17.8% |
| YTD | +2.3% | -12.7% | +15.0% | +3.7% |
| 1Y | -0.5% | -32.3% | +31.8% | +4.8% |
| 3Y | +50.5% | +150.3% | -99.8% | +17.5% |
| All | +66.6% | -7.1% | +73.7% | +41.3% |
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