-7.9%
BROS vs MOS
-21.7%
+13.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -21.2% | +21.6% | -42.8% | -25.5% |
| 30D | -11.6% | +12.0% | -23.5% | -14.7% |
| 3M | -36.7% | -3.9% | -32.8% | -36.7% |
| 6M | -42.8% | -3.3% | -39.5% | -43.3% |
| YTD | -44.8% | -4.6% | -40.2% | -46.1% |
| 1Y | -36.5% | -7.0% | -29.6% | -37.7% |
| 3Y | +27.0% | -24.4% | +51.4% | +28.4% |
| 5Y | -50.3% | -32.1% | -18.2% | -51.5% |
| All | -7.9% | -21.7% | +13.8% | -4.0% |
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