+154.9%
MOS vs BRKR
+173.2%
-18.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | +0.5% | -9.8% | +10.3% | +2.2% |
| 30D | +10.9% | -6.1% | +17.0% | +12.0% |
| 3M | +29.2% | -2.4% | +31.6% | +28.2% |
| 6M | -2.3% | +46.7% | -49.0% | -10.1% |
| YTD | +8.3% | +14.0% | -5.6% | +3.6% |
| 1Y | -21.2% | +76.5% | -97.7% | -30.5% |
| 3Y | -25.9% | -11.7% | -14.2% | -28.3% |
| 5Y | -9.4% | -39.3% | +30.0% | -8.0% |
| 10Y | +13.7% | +154.1% | -140.4% | -9.4% |
| All | +154.9% | +173.2% | -18.2% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling