+25.2%
BTDR vs MOS
-8.7%
+33.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.6% |
| 7D | +20.0% | +9.5% | +10.4% | +17.4% |
| 30D | +11.9% | +10.4% | +1.5% | +9.3% |
| 3M | -36.9% | +12.9% | -49.8% | -38.9% |
| 6M | +56.5% | +1.2% | +55.3% | +54.3% |
| YTD | +10.4% | +9.3% | +1.1% | +7.3% |
| 1Y | +3.1% | -18.0% | +21.1% | +5.9% |
| 3Y | -2.6% | -29.0% | +26.4% | -2.1% |
| All | +25.2% | -8.7% | +33.9% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling