-1.6%
MOS vs BLDR
+554.2%
-555.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.5% |
| 7D | +24.8% | -1.1% | +25.9% | +25.2% |
| 30D | +22.7% | +19.1% | +3.6% | +15.2% |
| 3M | -1.2% | -12.6% | +11.4% | +2.2% |
| 6M | +5.5% | -18.7% | +24.2% | +10.4% |
| YTD | -2.0% | -38.8% | +36.9% | +11.3% |
| 1Y | -7.9% | -41.2% | +33.3% | +5.7% |
| 3Y | -25.0% | -49.4% | +24.4% | -16.3% |
| 5Y | -27.7% | -6.0% | -21.8% | -41.8% |
| 10Y | -1.6% | +523.1% | -524.6% | -62.5% |
| All | -1.6% | +554.2% | -555.7% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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