-1.8%
BROS vs MOS
-20.3%
+18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.2% |
| 7D | -17.9% | +19.7% | -37.6% | -22.0% |
| 30D | -5.4% | +21.5% | -26.9% | -10.6% |
| 3M | -32.1% | -0.4% | -31.6% | -32.7% |
| 6M | -31.7% | +4.5% | -36.2% | -33.7% |
| YTD | -41.2% | -2.9% | -38.3% | -42.8% |
| 1Y | -32.6% | -7.7% | -24.9% | -33.6% |
| 3Y | +32.7% | -25.6% | +58.3% | +35.1% |
| 5Y | -44.2% | -31.2% | -13.1% | -45.8% |
| All | -1.8% | -20.3% | +18.5% | +1.9% |
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