-33.9%
BTDR vs MOS
-14.5%
-19.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +9.5% |
| 7D | +7.1% | +19.7% | -12.5% | +2.6% |
| 30D | -31.4% | +21.5% | -52.9% | -34.5% |
| 3M | -39.2% | -0.4% | -38.8% | -39.5% |
| 6M | -50.9% | +4.5% | -55.5% | -51.8% |
| YTD | -41.0% | -2.9% | -38.1% | -41.4% |
| 1Y | -69.9% | -7.7% | -62.2% | -69.9% |
| 3Y | +87.3% | -25.6% | +112.9% | +90.4% |
| 5Y | -33.6% | -31.2% | -2.5% | -31.9% |
| All | -33.9% | -14.5% | -19.4% | -31.1% |
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 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