-25.0%
MOS vs BLDR
-48.6%
+23.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.9% |
| 7D | +24.8% | -1.1% | +25.9% | +25.1% |
| 30D | +22.7% | +19.1% | +3.6% | +18.5% |
| 3M | -1.2% | -12.6% | +11.4% | +0.9% |
| 6M | +5.5% | -18.7% | +24.2% | +8.6% |
| YTD | -2.0% | -38.8% | +36.9% | +6.0% |
| 1Y | -7.9% | -41.2% | +33.3% | +0.1% |
| 3Y | -25.0% | -49.4% | +24.4% | -18.6% |
| All | -25.0% | -48.6% | +23.7% | -18.6% |
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