+23.8%
BTDR vs MOS
-3.7%
+27.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.6% |
| 7D | +20.0% | +9.5% | +10.4% | +17.5% |
| 30D | +11.9% | +10.4% | +1.5% | +9.4% |
| 3M | -36.9% | +12.9% | -49.8% | -38.8% |
| 6M | +56.5% | +1.2% | +55.3% | +54.4% |
| YTD | +10.4% | +9.3% | +1.1% | +7.4% |
| 1Y | +3.1% | -18.0% | +21.1% | +5.8% |
| 3Y | -2.6% | -29.0% | +26.4% | -2.2% |
| 5Y | +25.2% | -9.6% | +34.8% | +26.9% |
| All | +23.8% | -3.7% | +27.5% | +26.4% |
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