+6.7%
BTDR vs MOS
-25.5%
+32.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.3% |
| 7D | +20.0% | +9.5% | +10.4% | +15.3% |
| 30D | +11.9% | +10.4% | +1.5% | +7.1% |
| 3M | -36.9% | +12.9% | -49.8% | -40.6% |
| 6M | +56.5% | +1.2% | +55.3% | +51.8% |
| YTD | +10.4% | +9.3% | +1.1% | +3.3% |
| 1Y | +3.1% | -18.0% | +21.1% | +9.6% |
| All | +6.7% | -25.5% | +32.3% | +20.8% |
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 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