-6.3%
MOS vs BB
+21.8%
-28.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | +15.3% | +8.1% | +7.2% | +13.4% |
| 3M | +1.5% | -1.0% | +2.5% | +0.7% |
| 6M | -2.0% | +45.9% | -47.9% | -10.4% |
| YTD | -6.5% | +134.8% | -141.4% | -22.0% |
| 1Y | -11.1% | +104.6% | -115.7% | -24.3% |
| 3Y | -30.3% | +152.8% | -183.1% | -45.9% |
| 5Y | -33.5% | -17.4% | -16.1% | -39.2% |
| All | -6.3% | +21.8% | -28.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling