+88.2%
MOS vs BB
+258.8%
-170.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -5.6% | +15.2% | +10.4% |
| 30D | +10.4% | -11.8% | +22.2% | +12.2% |
| 3M | +12.9% | -25.5% | +38.4% | +16.6% |
| 6M | +1.2% | +121.3% | -120.0% | -12.1% |
| YTD | +9.3% | +103.2% | -93.9% | -4.0% |
| 1Y | -18.0% | +102.6% | -120.6% | -28.3% |
| 3Y | -29.0% | +37.5% | -66.5% | -37.4% |
| 5Y | -9.6% | -30.4% | +20.9% | -14.3% |
| 10Y | +6.1% | 0.0% | +6.1% | -16.7% |
| All | +88.2% | +258.8% | -170.7% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling