-74.9%
MOS vs BTG
+392.0%
-466.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +10.4% | +36.8% | -26.4% | +5.3% |
| 3M | +12.9% | +23.1% | -10.2% | +9.0% |
| 6M | +1.2% | +3.5% | -2.2% | -0.3% |
| YTD | +9.3% | +25.5% | -16.2% | +4.4% |
| 1Y | -18.0% | +40.1% | -58.1% | -23.1% |
| 3Y | -29.0% | +101.1% | -130.1% | -37.7% |
| 5Y | -9.6% | +70.6% | -80.2% | -19.7% |
| 10Y | +6.1% | +152.1% | -146.1% | -15.4% |
| All | -74.9% | +392.0% | -466.9% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling