-24.4%
MOS vs BB
+132.4%
-156.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.3% |
| 7D | +21.6% | +3.8% | +17.8% | +21.1% |
| 30D | +12.0% | -0.3% | +12.3% | +11.8% |
| 3M | -3.9% | -0.5% | -3.4% | -4.3% |
| 6M | -3.3% | +45.9% | -49.2% | -8.3% |
| YTD | -4.6% | +130.6% | -135.3% | -14.5% |
| 1Y | -7.0% | +89.2% | -96.2% | -14.9% |
| 3Y | -24.4% | +137.5% | -161.9% | -34.8% |
| All | -24.4% | +132.4% | -156.9% | -34.8% |
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