+205.0%
BKR vs MOS
-3.3%
+208.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | -0.2% |
| 7D | +0.4% | +7.1% | -6.7% | -1.9% |
| 30D | +3.9% | +15.0% | -11.2% | -1.3% |
| 3M | -1.1% | +24.1% | -25.1% | -9.2% |
| 6M | +7.6% | +2.7% | +4.9% | +3.6% |
| YTD | +41.9% | +12.2% | +29.7% | +31.4% |
| 1Y | +42.2% | -16.3% | +58.5% | +47.1% |
| 3Y | +84.3% | -23.3% | +107.6% | +90.3% |
| All | +205.0% | -3.3% | +208.2% | +163.2% |
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