+63.9%
MOS vs BB
+290.1%
-226.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +3.9% |
| 7D | +22.5% | -8.9% | +31.4% | +24.1% |
| 30D | +6.6% | -12.6% | +19.3% | +8.4% |
| 3M | -3.8% | -4.1% | +0.3% | -4.1% |
| 6M | -2.2% | +49.5% | -51.7% | -10.0% |
| YTD | -4.8% | +120.8% | -125.6% | -17.9% |
| 1Y | -11.7% | +76.2% | -87.9% | -21.4% |
| 3Y | -26.5% | +123.8% | -150.3% | -39.7% |
| 5Y | -32.2% | -24.3% | -7.9% | -36.7% |
| 10Y | +10.2% | +20.1% | -9.9% | -16.2% |
| All | +63.9% | +290.1% | -226.1% | +19.4% |
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