-24.3%
MOS vs BTSG
+459.6%
-483.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | +21.6% | +0.4% | +21.2% | +21.4% |
| 30D | +12.0% | +5.3% | +6.7% | +11.1% |
| 3M | -3.9% | +10.8% | -14.7% | -5.5% |
| 6M | -3.3% | +27.3% | -30.6% | -7.2% |
| YTD | -4.6% | +79.3% | -84.0% | -13.0% |
| 1Y | -7.0% | +106.0% | -113.0% | -16.8% |
| All | -24.3% | +459.6% | -483.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling