-28.3%
MOS vs BB
+38.2%
-66.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -5.6% | +15.2% | +10.1% |
| 30D | +10.4% | -11.8% | +22.2% | +11.6% |
| 3M | +12.9% | -25.5% | +38.4% | +15.3% |
| 6M | +1.2% | +121.3% | -120.0% | -8.1% |
| YTD | +9.3% | +103.2% | -93.9% | 0.0% |
| 1Y | -18.0% | +102.6% | -120.6% | -25.1% |
| All | -28.3% | +38.2% | -66.5% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling