+27.0%
BROS vs MOS
-26.6%
+53.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -21.2% | +21.6% | -42.8% | -24.4% |
| 30D | -11.6% | +12.0% | -23.5% | -13.8% |
| 3M | -36.7% | -3.9% | -32.8% | -36.5% |
| 6M | -42.8% | -3.3% | -39.5% | -43.0% |
| YTD | -44.8% | -4.6% | -40.2% | -46.0% |
| 1Y | -36.5% | -7.0% | -29.6% | -37.6% |
| 3Y | +27.0% | -24.4% | +51.4% | +24.1% |
| All | +27.0% | -26.6% | +53.6% | +24.1% |
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