-20.9%
BITO vs MOS
-40.4%
+19.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -9.2% | -2.0% | -7.3% | -8.9% |
| 30D | -15.9% | +15.3% | -31.2% | -18.4% |
| 3M | +7.3% | +1.5% | +5.8% | +6.4% |
| 6M | -15.2% | -2.0% | -13.2% | -15.8% |
| YTD | -23.8% | -6.5% | -17.3% | -24.4% |
| 1Y | -32.2% | -11.1% | -21.1% | -32.2% |
| 3Y | +55.1% | -30.3% | +85.3% | +58.9% |
| 5Y | -16.7% | -33.5% | +16.8% | -24.2% |
| All | -20.9% | -40.4% | +19.6% | -27.9% |
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