-7.4%
BITO vs MOS
-30.3%
+23.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +2.9% | +9.5% | -6.7% | +1.0% |
| 30D | +22.6% | +10.4% | +12.2% | +20.2% |
| 3M | +24.7% | +12.9% | +11.8% | +21.3% |
| 6M | +7.5% | +1.2% | +6.2% | +5.9% |
| YTD | -10.8% | +9.3% | -20.1% | -13.6% |
| 1Y | -29.9% | -18.0% | -11.9% | -28.2% |
| 3Y | +158.9% | -29.0% | +187.9% | +166.1% |
| All | -7.4% | -30.3% | +23.0% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling