-25.8%
MOS vs BTSG
+493.4%
-519.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -2.0% | +6.0% | -8.0% | -2.6% |
| 30D | +15.3% | +12.4% | +2.9% | +13.5% |
| 3M | +1.5% | +18.2% | -16.7% | -0.9% |
| 6M | -2.0% | +26.0% | -28.0% | -5.6% |
| YTD | -6.5% | +90.1% | -96.7% | -15.3% |
| 1Y | -11.1% | +124.3% | -135.3% | -21.3% |
| All | -25.8% | +493.4% | -519.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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