-29.7%
BTDR vs MOS
-14.4%
-15.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +9.8% |
| 7D | +7.7% | +5.5% | +2.2% | +6.4% |
| 30D | -24.1% | +21.0% | -45.0% | -27.5% |
| 3M | -19.1% | -0.5% | -18.6% | -19.4% |
| 6M | -46.6% | +6.6% | -53.2% | -47.8% |
| YTD | -37.3% | -2.8% | -34.5% | -37.8% |
| 1Y | -53.2% | -8.1% | -45.1% | -53.2% |
| 3Y | +77.1% | -25.6% | +102.7% | +80.0% |
| 5Y | -29.7% | -29.8% | +0.1% | -27.9% |
| All | -29.7% | -14.4% | -15.3% | -26.8% |
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