-39.9%
BTDR vs MOS
-16.0%
-23.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.1% | +13.3% |
| 7D | -10.4% | +21.6% | -31.9% | -14.6% |
| 30D | -42.2% | +12.0% | -54.1% | -43.9% |
| 3M | -42.8% | -3.9% | -38.9% | -42.7% |
| 6M | -60.2% | -3.3% | -56.8% | -60.2% |
| YTD | -46.3% | -4.6% | -41.7% | -46.5% |
| 1Y | -71.7% | -7.0% | -64.7% | -71.7% |
| 3Y | +54.6% | -24.4% | +79.1% | +57.5% |
| 5Y | -39.5% | -32.1% | -7.4% | -37.8% |
| All | -39.9% | -16.0% | -23.8% | -37.1% |
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 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