+150.2%
MOS vs BRO
+27,561.0%
-27,410.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +9.5% | -2.6% | +12.1% | +10.2% |
| 30D | +10.4% | +0.9% | +9.5% | +10.2% |
| 3M | +12.9% | +24.8% | -11.9% | +6.5% |
| 6M | +1.2% | -0.1% | +1.3% | +0.3% |
| YTD | +9.3% | -9.7% | +19.0% | +10.7% |
| 1Y | -18.0% | -24.5% | +6.5% | -13.3% |
| 3Y | -29.0% | -1.6% | -27.4% | -30.5% |
| 5Y | -9.6% | +25.6% | -35.2% | -17.2% |
| 10Y | +6.1% | +309.8% | -303.8% | -23.1% |
| All | +150.2% | +27,561.0% | -27,410.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling