-28.3%
MOS vs BLDR
-55.3%
+27.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +9.5% | -2.8% | +12.4% | +10.0% |
| 30D | +10.4% | -13.3% | +23.7% | +13.1% |
| 3M | +12.9% | -12.3% | +25.1% | +14.9% |
| 6M | +1.2% | -31.5% | +32.7% | +7.4% |
| YTD | +9.3% | -36.1% | +45.4% | +17.3% |
| 1Y | -18.0% | -54.1% | +36.1% | -7.2% |
| All | -28.3% | -55.3% | +27.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling