-30.3%
MOS vs BLDR
-50.7%
+20.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | +15.3% | +20.1% | -4.8% | +11.3% |
| 3M | +1.5% | -17.5% | +19.0% | +4.9% |
| 6M | -2.0% | -16.1% | +14.1% | +0.4% |
| YTD | -6.5% | -41.0% | +34.5% | +1.8% |
| 1Y | -11.1% | -41.6% | +30.5% | -3.0% |
| 3Y | -30.3% | -50.8% | +20.6% | -24.8% |
| All | -30.3% | -50.7% | +20.5% | -24.8% |
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