+11.7%
MOS vs BRKR
+155.3%
-143.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.7% | -8.7% | +6.9% | +0.5% |
| 30D | +12.4% | -9.9% | +22.3% | +15.3% |
| 3M | +20.5% | -3.1% | +23.5% | +18.8% |
| 6M | -12.0% | +45.5% | -57.5% | -23.5% |
| YTD | +7.4% | +13.7% | -6.3% | -0.5% |
| 1Y | -22.5% | +67.4% | -89.9% | -36.8% |
| 3Y | -25.5% | -13.2% | -12.3% | -29.1% |
| 5Y | -10.1% | -39.5% | +29.4% | -5.8% |
| All | +11.7% | +155.3% | -143.6% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling