+150.2%
MOS vs BTI
+6,053.3%
-5,903.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +9.5% | -1.4% | +10.9% | +9.9% |
| 30D | +10.4% | -6.6% | +17.0% | +12.4% |
| 3M | +12.9% | -3.0% | +15.9% | +13.3% |
| 6M | +1.2% | -6.7% | +7.9% | +2.5% |
| YTD | +9.3% | +0.6% | +8.8% | +8.2% |
| 1Y | -18.0% | +5.6% | -23.6% | -20.1% |
| 3Y | -29.0% | +110.3% | -139.3% | -43.8% |
| 5Y | -9.6% | +114.3% | -123.9% | -28.6% |
| 10Y | +6.1% | +67.7% | -61.6% | -12.6% |
| All | +150.2% | +6,053.3% | -5,903.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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