-9.4%
BITO vs MOS
-29.4%
+20.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | +21.8% | +11.7% | +10.1% | +19.1% |
| 3M | +25.0% | +23.2% | +1.8% | +19.7% |
| 6M | +11.3% | -1.6% | +13.0% | +10.4% |
| YTD | -12.7% | +10.8% | -23.5% | -15.7% |
| 1Y | -32.3% | -16.2% | -16.1% | -31.0% |
| 3Y | +150.3% | -24.2% | +174.6% | +153.7% |
| All | -9.4% | -29.4% | +20.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling