-15.6%
MOS vs BRKR
+65.8%
-81.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +12.9% | +4.5% | +15.5% |
| 7D | +17.9% | +2.9% | +15.1% | +16.9% |
| 30D | +1.6% | -0.1% | +1.7% | +0.9% |
| 3M | -4.0% | +26.9% | -30.9% | -6.6% |
| 6M | -4.1% | +75.6% | -79.7% | -13.5% |
| YTD | -7.8% | +35.8% | -43.6% | -17.2% |
| 1Y | -15.6% | +58.6% | -74.2% | -27.6% |
| All | -15.6% | +65.8% | -81.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling