-9.1%
BITO vs MOS
-28.5%
+19.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.4% |
| 7D | +1.5% | +7.1% | -5.5% | +0.2% |
| 30D | +20.0% | +15.0% | +5.0% | +16.8% |
| 3M | +22.8% | +24.1% | -1.3% | +17.3% |
| 6M | +13.1% | +2.7% | +10.4% | +11.2% |
| YTD | -12.5% | +12.2% | -24.6% | -15.7% |
| 1Y | -32.6% | -16.3% | -16.3% | -31.2% |
| 3Y | +151.0% | -23.3% | +174.3% | +153.8% |
| All | -9.1% | -28.5% | +19.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling