-18.0%
MOS vs PBF
+176.4%
-194.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +9.5% | +4.3% | +5.2% | +9.4% |
| 30D | +10.4% | +22.0% | -11.6% | +9.3% |
| 3M | +12.9% | +74.5% | -61.6% | +9.2% |
| 6M | +1.2% | +67.7% | -66.4% | -2.9% |
| YTD | +9.3% | +179.2% | -169.9% | -3.8% |
| 1Y | -18.0% | +170.0% | -188.0% | -26.7% |
| All | -18.0% | +176.4% | -194.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling