+12.6%
MOS vs BTG
+139.8%
-127.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | +7.1% | +4.8% | +2.3% | +6.2% |
| 30D | +15.0% | +8.3% | +6.7% | +13.5% |
| 3M | +24.1% | +32.3% | -8.2% | +17.9% |
| 6M | +2.7% | +3.0% | -0.2% | +0.9% |
| YTD | +12.2% | +21.9% | -9.7% | +6.9% |
| 1Y | -16.3% | +28.2% | -44.5% | -21.3% |
| 3Y | -23.3% | +99.9% | -123.2% | -33.8% |
| 5Y | -4.2% | +73.6% | -77.7% | -16.3% |
| 10Y | +12.6% | +136.5% | -124.0% | -1.3% |
| All | +12.6% | +139.8% | -127.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling