+133.1%
MOS vs BLDR
+414.6%
-281.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +9.5% | -2.8% | +12.4% | +10.1% |
| 30D | +10.4% | -13.3% | +23.7% | +13.4% |
| 3M | +12.9% | -12.3% | +25.1% | +15.1% |
| 6M | +1.2% | -31.5% | +32.7% | +8.1% |
| YTD | +9.3% | -36.1% | +45.4% | +18.0% |
| 1Y | -18.0% | -54.1% | +36.1% | -5.6% |
| 3Y | -29.0% | -55.8% | +26.7% | -20.6% |
| 5Y | -9.6% | +20.7% | -30.3% | -20.1% |
| 10Y | +6.1% | +390.2% | -384.2% | -31.6% |
| All | +133.1% | +414.6% | -281.5% | -5.6% |
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 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