+2.8%
MOS vs BR
+266.7%
-263.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +19.7% | +4.4% | +15.2% | +17.7% |
| 30D | +21.5% | +16.3% | +5.3% | +13.9% |
| 3M | -0.4% | +16.2% | -16.7% | -7.0% |
| 6M | +4.5% | +30.3% | -25.8% | -8.0% |
| YTD | -2.9% | -12.2% | +9.3% | +1.5% |
| 1Y | -7.7% | -11.3% | +3.6% | -4.0% |
| 3Y | -25.6% | +15.2% | -40.9% | -34.0% |
| 5Y | -31.2% | +18.0% | -49.2% | -40.9% |
| 10Y | +2.8% | +268.7% | -265.9% | -40.7% |
| All | +2.8% | +266.7% | -263.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling