-5.8%
BROS vs MOS
-21.8%
+16.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.3% | -24.7% | -22.2% |
| 7D | -21.4% | +22.5% | -43.9% | -25.8% |
| 30D | -11.5% | +6.6% | -18.1% | -13.5% |
| 3M | -47.4% | -3.8% | -43.6% | -47.4% |
| 6M | -39.5% | -2.2% | -37.3% | -40.2% |
| YTD | -43.5% | -4.8% | -38.8% | -44.8% |
| 1Y | -37.8% | -11.7% | -26.1% | -37.9% |
| 3Y | +30.5% | -26.5% | +57.0% | +33.1% |
| 5Y | -49.1% | -32.2% | -16.9% | -50.4% |
| All | -5.8% | -21.8% | +16.1% | -1.7% |
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