-25.5%
MOS vs BRKR
-11.8%
-13.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.7% | -8.7% | +6.9% | -0.4% |
| 30D | +12.4% | -9.9% | +22.3% | +14.1% |
| 3M | +20.5% | -3.1% | +23.5% | +19.3% |
| 6M | -12.0% | +45.5% | -57.5% | -19.4% |
| YTD | +7.4% | +13.7% | -6.3% | +2.1% |
| 1Y | -22.5% | +67.4% | -89.9% | -31.9% |
| 3Y | -25.5% | -13.2% | -12.3% | -24.4% |
| All | -25.5% | -11.8% | -13.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling