-28.3%
MOS vs BTG
+102.4%
-130.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +10.4% | +36.8% | -26.4% | +3.2% |
| 3M | +12.9% | +23.1% | -10.2% | +7.5% |
| 6M | +1.2% | +3.5% | -2.2% | -1.2% |
| YTD | +9.3% | +25.5% | -16.2% | +1.9% |
| 1Y | -18.0% | +40.1% | -58.1% | -25.8% |
| All | -28.3% | +102.4% | -130.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling