-15.4%
BITO vs MOS
-37.5%
+22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -5.6% | +24.8% | -30.4% | -9.6% |
| 30D | -11.0% | +22.7% | -33.7% | -14.6% |
| 3M | +13.6% | -1.2% | +14.8% | +13.1% |
| 6M | -10.1% | +5.5% | -15.6% | -11.9% |
| YTD | -18.6% | -2.0% | -16.6% | -20.0% |
| 1Y | -33.1% | -7.9% | -25.1% | -33.5% |
| 3Y | +63.0% | -25.0% | +87.9% | +64.6% |
| 5Y | -13.5% | -27.7% | +14.2% | -22.1% |
| All | -15.4% | -37.5% | +22.1% | -23.6% |
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