-14.3%
BITO vs MOS
-38.0%
+23.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | -7.0% | +5.5% | -12.5% | -8.0% |
| 30D | -10.3% | +21.0% | -31.3% | -13.7% |
| 3M | +16.0% | -0.5% | +16.5% | +15.4% |
| 6M | -10.8% | +6.6% | -17.4% | -12.8% |
| YTD | -17.5% | -2.8% | -14.7% | -18.8% |
| 1Y | -30.1% | -8.1% | -22.0% | -30.5% |
| 3Y | +65.1% | -25.6% | +90.7% | +67.0% |
| 5Y | -10.9% | -29.8% | +18.9% | -19.6% |
| All | -14.3% | -38.0% | +23.7% | -22.5% |
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