+593.0%
BE vs MOS
-10.2%
+603.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -14.7% | +21.6% | -36.3% | -23.9% |
| 30D | -40.5% | +12.0% | -52.5% | -45.0% |
| 3M | -24.3% | -3.9% | -20.5% | -25.0% |
| 6M | -39.3% | -3.3% | -36.0% | -40.8% |
| YTD | +99.4% | -4.6% | +104.0% | +91.2% |
| 1Y | +26.6% | -7.0% | +33.6% | +22.1% |
| 3Y | +1,616.9% | -24.4% | +1,641.4% | +1,664.4% |
| 5Y | +441.4% | -32.1% | +473.5% | +437.9% |
| All | +593.0% | -10.2% | +603.2% | +292.6% |
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 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