+564.8%
BKR vs MOS
+155.8%
+409.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +1.7% | +9.5% | -7.8% | -1.4% |
| 30D | +3.3% | +10.4% | -7.1% | -0.4% |
| 3M | -3.6% | +12.9% | -16.5% | -8.6% |
| 6M | +5.0% | +1.2% | +3.8% | +1.6% |
| YTD | +40.9% | +9.3% | +31.6% | +32.4% |
| 1Y | +39.2% | -18.0% | +57.2% | +43.6% |
| 3Y | +83.7% | -29.0% | +112.8% | +93.4% |
| 5Y | +207.5% | -9.6% | +217.1% | +188.4% |
| 10Y | +136.3% | +6.1% | +130.3% | +92.5% |
| All | +564.8% | +155.8% | +409.0% | +300.3% |
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