-10.1%
MOS vs BRO
+17.6%
-27.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -0.4% | -8.6% | +8.2% | +1.8% |
| 30D | +10.0% | -6.9% | +16.9% | +11.8% |
| 3M | +28.2% | +10.5% | +17.7% | +24.1% |
| 6M | -3.1% | -2.8% | -0.3% | -3.0% |
| YTD | +7.4% | -16.1% | +23.6% | +12.4% |
| 1Y | -21.8% | -27.6% | +5.8% | -14.1% |
| 3Y | -26.6% | -7.3% | -19.3% | -29.0% |
| 5Y | -10.1% | +19.0% | -29.1% | -28.6% |
| All | -10.1% | +17.6% | -27.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling