+156.8%
BITO vs MOH
-36.3%
+193.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | -3.4% | +1.7% | -5.2% | -3.4% |
| 30D | +21.4% | -0.9% | +22.3% | +21.4% |
| 3M | +20.5% | +5.7% | +14.8% | +20.9% |
| 6M | +7.4% | +39.1% | -31.7% | +9.1% |
| YTD | -13.9% | +17.7% | -31.6% | -13.1% |
| 1Y | -35.1% | +8.4% | -43.4% | -34.6% |
| 3Y | +156.8% | -36.6% | +193.4% | +156.7% |
| All | +156.8% | -36.3% | +193.1% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling