-2.1%
BROS vs MOS
-23.3%
+21.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.3% |
| 7D | +6.3% | -2.0% | +8.3% | +6.9% |
| 30D | -8.3% | +15.3% | -23.7% | -12.3% |
| 3M | -29.8% | +1.5% | -31.3% | -30.8% |
| 6M | -25.8% | -2.0% | -23.9% | -26.7% |
| YTD | -41.4% | -6.5% | -34.8% | -42.4% |
| 1Y | -35.2% | -11.1% | -24.1% | -35.5% |
| 3Y | +32.8% | -30.3% | +63.0% | +37.6% |
| 5Y | -42.2% | -33.5% | -8.6% | -43.3% |
| All | -2.1% | -23.3% | +21.1% | +2.6% |
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