-38.7%
BTDR vs MOS
-18.3%
-20.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.6% | -8.2% | -11.9% |
| 7D | +15.4% | -2.6% | +18.0% | +16.2% |
| 30D | -33.4% | +13.5% | -46.9% | -35.6% |
| 3M | -32.0% | -2.9% | -29.1% | -31.9% |
| 6M | -52.2% | -1.0% | -51.2% | -52.5% |
| YTD | -45.3% | -7.2% | -38.1% | -45.2% |
| 1Y | -56.0% | -11.4% | -44.6% | -55.6% |
| 3Y | +54.4% | -29.0% | +83.4% | +58.6% |
| 5Y | -38.5% | -34.0% | -4.5% | -36.3% |
| All | -38.7% | -18.3% | -20.4% | -35.5% |
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