-32.3%
BITO vs MOS
-17.6%
-14.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | +21.8% | +11.7% | +10.1% | +19.4% |
| 3M | +25.0% | +23.2% | +1.8% | +20.8% |
| 6M | +11.3% | -1.6% | +13.0% | +9.8% |
| YTD | -12.7% | +10.8% | -23.5% | -16.2% |
| 1Y | -32.3% | -16.2% | -16.1% | -27.8% |
| All | -32.3% | -17.6% | -14.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling