-23.1%
MOS vs BRO
-7.2%
-16.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +1.7% | -7.6% | +9.3% | +2.2% |
| 30D | +11.7% | -6.9% | +18.5% | +12.2% |
| 3M | +23.2% | +12.8% | +10.4% | +21.8% |
| 6M | -1.6% | -5.9% | +4.2% | -0.4% |
| YTD | +10.8% | -15.9% | +26.7% | +14.5% |
| 1Y | -16.2% | -28.1% | +11.9% | -11.3% |
| All | -23.1% | -7.2% | -16.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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