+28.2%
BROS vs MOS
-24.7%
+52.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -19.0% | +24.8% | -43.8% | -22.6% |
| 30D | -7.3% | +22.7% | -29.9% | -11.2% |
| 3M | -31.2% | -1.2% | -30.0% | -31.3% |
| 6M | -33.0% | +5.5% | -38.6% | -34.6% |
| YTD | -42.4% | -2.0% | -40.4% | -43.9% |
| 1Y | -37.7% | -7.9% | -29.8% | -38.5% |
| 3Y | +28.2% | -25.0% | +53.2% | +28.3% |
| All | +28.2% | -24.7% | +52.8% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling