+103.3%
MOS vs BLDR
+389.2%
-285.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.7% | +1.1% |
| 7D | +21.6% | -3.7% | +25.2% | +22.6% |
| 30D | +12.0% | +16.8% | -4.8% | +8.1% |
| 3M | -3.9% | -13.7% | +9.9% | -1.5% |
| 6M | -3.3% | -21.9% | +18.5% | +0.5% |
| YTD | -4.6% | -39.2% | +34.6% | +3.7% |
| 1Y | -7.0% | -42.6% | +35.7% | +2.2% |
| 3Y | -24.4% | -50.2% | +25.8% | -17.5% |
| 5Y | -32.1% | -7.0% | -25.1% | -36.9% |
| 10Y | +10.3% | +584.2% | -573.9% | -32.7% |
| All | +103.3% | +389.2% | -285.9% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling